Krueger reflects on his Saints exit
The former chairman departed St Mary's back in April after majority shareholder, Gao Jisheng, decided not to renew his contract.
This led to Krueger making his return to the National Hockey League with the Buffalo Sabres.
In an interview with the Swiss media, he explained: "At Southampton, I had the feeling I’d completed my mission.
"In the offices, even if I learned a lot about managing a sporting business, I wasn’t enjoying myself as much.
"I liked the experience, but I remain a man who likes to be on the pitch. The smell of the dressing room, the adrenaline of the game, I missed all those things."
Krueger's time at Saints saw the club steady themselves as a Premier League outfit, qualify for the Europa League and, more recently, battle against relegation.
The former Saints chairman has a history of coaching ice hockey, with the Edmonton Oilers also on his CV.
Speaking about how his NHL return came about, he added: "I didn’t have a career plan.
"Everything was done quickly. I got a phone call, the Sabres’ director offered me the job and I had to make a decision in three days."
Although it's a different sport, Krueger believes there are many similarities between Premier League football and the NHL.
"There aren’t any [differences]. At Southampton and Buffalo, I’m confronted with the same profile of players who are perfectionists and don’t leave anything to chance," he explained.