Eriksson was sacked after several poor performances away.
“We had a meeting this morning and the president of the Mexican federation told me that my job was over,” explained Eriksson on Sky Sports News.
“From a personal point of view I regret it, since I like the job. I like the whole country. I like its people.
“The president told me today that the reasons for my sacking were the results abroad and I can’t argue against that.
“We’ve lost two games in this qualifying round against the USA and Honduras. That’s how things stand.
“I understand that sooner or later the patience of your people and the federation would end. I feel sad because I always thought I’d be sitting on Mexico’s bench at the World Cup.”