The 45-year-old left White Hart Lane on Tuesday, less than six months after he replaced Andre Villas-Boas in the dugout.
However, the experience has not put him off taking another position.
He told ITV4: "I really enjoyed it and I can't wait to get back in. Perversely I like doing it - to want to do that job you must be crazy.
"But I knew what I was going into. There's a lot of tension and pressure occupies your mind totally. I was waking up in the night thinking of teams, who you should play.
"It was a massive learning curve, my first opportunity to manage.
"I've seen wins, defeats and draws and I've seen a few tantrums - and the sack, which I didn't want to see. Would I do anything different? Probably not."
Sherwood led Spurs to a sixth-placed finish and qualifying for next season's Europa League - how ever, speculation had surrounded his future in the role for several weeks.
On Wednesday's decision, he added: "P ut it this way, I didn't fall off my chair when they told me. Obviously I was disappointed to lose my job."
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- Andre Villas-Boas