"I wasn't thinking about leaving Cardiff so this has come as a shock," he told the Western mail.
"I thought I had a good first season at Cardiff and was looking forward to the next one. I've also just bought a house in Cardiff and I was very settled there. But then the board told me that they had accepted a bid from Crystal Palace for me."
The deal is thought to be worth upto £600,000 with part of that being used to finish the installment payments to West Ham.
Palace had come in for Jobi before Dave Jones took over as manager. After the released players he becomes the first to be sold and he probably won't be the last.
Daniel Gabbidon has been strongly linked with Southampton. But would he want to join an Championship side? Gabbidon's departure is something the City fans expect. Gabby aside the players the club will be looking to move on could tbe the high earners like Campbell, Lee and Thorne. The players the club must try their best to keep are the youngsters, Collins, Jerome and Ledley especially.
"What I would hate to see is Joe Ledley, Cameron Jerome or James Collins leaving," said Sam Hammam.
"We will fight to make sure this doesn't happen. They are the future of this club."
"I'm very sorry to see him (McAnuff) go. I've known him since he was 10 years old when he was at Wimbledon. I know his family and I've been to their home.
"He's one hell of a player and it is a major loss. But, as I've explained before, we're going to have to create a pool of money to give Dave Jones. Quite a few of our players are on high wages and we have to get them out before we can get people in.
"We are losing Jobi, but he is not one of our very young players, and that's the important thing. I said only the other day that big people will be going out but big people will be coming in.
"The wages we are paying at this football club are far too high. We are cutting back but, compared to other clubs in our division, our football budget is competitive."
Finally can I wish Jobi good luck and of course with Palace relegated we'll see him back at Ninian Park next season playing for the Eagles.
"I know quite a few of the players at Palace and it's nice to go into an environment where there are a few friendly faces," said McAnuff.
"Palace were unlucky to get relegated from the Premier League and their aim is to go straight back up. I'm looking forward to working with Iain Dowie. I've heard a lot of good things about him."
The full interview with Jobi McAnuff can be found here.