"I can understand Cardiff's frustration because we were close to doing a deal, but you've got to look after number one in this game," said Killen.
"I was close to signing for Cardiff but, as I found out when I hurt myself badly at Aberdeen in January, you've got to take the rough with the smooth in football.
"There was a time when I was not sure where I was going but when Celtic came in it was a 'no-brainer'.
"I've been in talks with a couple of clubs, including Cardiff, but the interest came from Celtic in the last couple of days and I am here now."