The Scot was close to a move to Ipswich in a swap deal but ended up at Elland Rd in a move costing the Yorkshire club £300,000.
"If I'm being honest, I knew I had to leave before Bellers came," said McCormack.
"Everyone thinks 'oh he has come in and taken your place,' but I wasn't playing a lot last season either.
"So it's a relief to get out and be involved somewhere.
"It's been perceived as though there was a transfer request, but there wasn't.
"These things can't be helped and I had some great times there.
"Me and my fiancee have been talking about this for a while and it's nice to get out and start afresh."
McCormack signed a three year deal at Leeds and made his debut off the bench on Saturday.
"I'd heard people saying I'd spoken to this club and that club," he said.
"But, apart from Ipswich, I haven't spoken to anyone else.
"That was a swap deal and once Leeds came in for me that was it."