The Welshman was signed for City by compatriot Mark Hughes for a reported £14million in 2009 but fell out of favour after Roberto Mancini's arrival and left in 2011 following 51 appearances for the club.
"I don't understand why he managed me the way he did," Bellamy said of Mancini in an interview with the Daily Mail.
"I worked with people like Bobby Robson at Newcastle who taught me how to be a footballer and a man. He did that even though I was a selfish kid back then, a kid who let a great man down with some things I did.
"He wanted us to come in and cherish what we were doing.
"Mancini was different but there was stuff I could have done differently, too.
"I could have been more open but when Sparky (Hughes) went, I shut down. I just wanted stuff to stay the same for me but I got a change of manager and routine.
"I just clammed up, didn't want to know. Typical.
"Mancini didn't have to persevere with me because he could just go and get someone else and that's what happened.
"But I regret that. I could have made that work. That's one I messed up."