The Huddersfield Town boss, who locks horns with Leeds successor Neil Warnock when the two sides clash in Saturday lunchtime's West Yorkshire derby at the John Smith's Stadium, was sacked after three years in charge of his boyhood club in February this year, but was appointed by Huddersfield chairman Dean Hoyle to replace Lee Clark as boss of the Terriers less than three weeks later.
"Everyone knows my connection with Leeds United," said Grayson.
"But I left them in a better place than when I took over and my head is held high. There's many things that were said when I left and I didn't take too kindly to one or two people saying things that didn't need to be said.
"I've got no problems with Ken Bates because we had a good relationship. Could he have backed me a little bit more? Possibly. Could we have kept the players that we sold and taken us to the Premier League like he wanted to? Yes of course we could have done.
"But there were other people jumping on the bandwagon very quickly. I'll name names, Peter Lorimer for example used his column (in the Yorkshire Evening Post) for two or three weeks to slaughter us and never came out publicly with anything he said privately to us.
"A week before I got sacked he told me to sell Luciano Becchio, so why did he not put that in his column? It happens, but we did a lot for that football club, not just myself, but Glynn Snodin and Ian Miller, we worked extremely hard to take Leeds forward."