Sehwag finally retired on his 37th birthday on October 20, more than two-and-a-half years after his last appearance for the national cricket team.
"Every player wants to retire at the top of his international game. Had I also retired while playing international cricket, I could have given a retirement speech. But fate had something else in store for me," Sehwag told 'Zee News'.
Sehwag's career ended after he was dropped from the Indian squad following the second Test against Australia in March 2013 and could never find his way back.
The destructive opener rued that the selectors did not give him enough chances and dropped him after a few failures.
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"The selectors did not ask me about my future plan before dropping me during Australia series in 2013. Had the selectors told me about their decision, I could have announced my retirement in that series," said the Najafgarh-born player.
The 'Multan of Sultan', who acquired this sobriquet after hitting a triple ton against Pakistan in 2004, admitted that his family was not happy with his retirement.
"My both sons were upset. But it doesn't matter to me," he said.
Sehwag rated Anil Kumble as the best captain he had played under, "Anil Kumble was the best captain I have played with. He used to boost our confidence level."
A veteran of 104 Tests and 251 one-dayers, Sehwag, who scored 8586 runs at an average of 47.35 in the longest version and 8273 runs in the 50-over format, will still be seen captaining Haryana in Ranji Trophy and playing the Masters League involving former stars in the US, which is being endorsed by Sachin Tendulkar and Shane Warne.