The 65-year-old Italian was removed from his post in February, nine months after leading the Foxes to an unexpected Premier League title.
Ranieri has kept a low profile since, but appeared on stage this week at Rebibbia prison in his homeland in a ceremony to honour regional football coaches in Italy.
And speaking in front of inmates, he revealed his astonishment at being told of his sacking, which came the day after Leicester's first-leg defeat to Sevilla in the Champions League last 16 - a tie they eventually went on to win.
"Thinking of Leicester, the first thing that comes to mind is the sense of surprise, even more than bitterness," he said.
"I have been through a lot in my long career, but never anything like this.
"It was a shock, but in the end these things are part of football."
Ranieri also confirmed he would speak in more detail about his departure from Leicester when he appears as a pundit on Sky Sports during the Premier League clash between Crystal Palace and Arsenal on April 10.
"Until that day I will not talk," he said. "Because everything took place in England and it seems fitting to talk in England."