Taylor was stripped of the Twenty20 and One Day captaincy last week on Hesson's recommendation, and rejected an offer to stay on as Test skipper in the wake of New Zealand's drawn test series away to Sri Lanka.
Opener Brendon McCullum will take on all three roles and faces a baptism of fire as he leads New Zealand on tour to South Africa later this month.
"I knew it'd be tough from the outset (with Hesson)," Taylor.
"I gave him as much support as I could but it wasn't reciprocated.
"We liaised during the Champions League," added the 28-year-old, who played with the Delhi Daredevils at the T20 tournament in South Africa in October.
"He wrote down a few things for me to improve on, which were laughable, frankly."
Hesson, a career coach with no experience as a player at senior level, was appointed in July.
A former coach of New Zealand A sides and provincial side Otago, he also had a short stint as assistant coach to John Bracewell at English county side Gloucester and was head coach of Kenya last year.
Taylor, New Zealand's top test batsman, has opted out of the tour to South Africa in a blow for the tourists' hopes of upsetting the number one-ranked test nation in their two-match series.
He has flagged a return to the team in time for their three-test home series against England in March, but said he still felt "raw" after his demotion.
"I knew I had areas to work on, like in communication, but I didn't get much support," he said of his captaincy, during which New Zealand struggled in all three formats of the game.
"Instead, I organised a number of things myself, like chatting to (psychologist) Gilbert Enoka. I thought that indicated I was trying to be a better captain.
"I'm more disappointed in the process to be told four days before the test series began (in Sri Lanka) that they didn't want me as captain.
"I also wasn't consulted in the tour review process by (New Zealand Cricket chairman Chris) Moller or (NZC chief executive David) White. No one got hold of me."
New Zealand play three T20 matches against the Proteas before the first test at Newlands in Cape Town from January 2, 2013.