Craig Levein said Wednesday he was taking legal advice after being sacked as Scotland manager.
The Scottish Football Association announced Monday that Levein was being "relieved of his duties" but stressed they would pay him his wages for the 20 months left on his contract.
However, Levein was far from happy with the sequence of events that led to his departure and he said in a statement issued Wednesday: "I am extremely disappointed by the process of the last week.
"I note the position as stated by the Scottish Football Association but do not concur and I am currently taking legal advice as to my options.
"I will make no further comment at this time."
SFA chief executive Stewart Regan, speaking on Monday, said: "We have not terminated the manager's contract. He (Levein) will be paid his dues and his entitlement under his contract."
Former Celtic manager Gordon Strachan appears the favourite to succeed Levein on a permanent basis.