Speaking to Barron's, he said he had "always been an investment guy" and the "hiring, paying people, planning and so on" became a problem for him.
Mr Gross told the financial magazine that "managing money is in my blood".
The co-founder of Pimco left abruptly last week to join rival Janus Capital.
It has been reported that he was at odds with the executive committee of Pimco, the world's largest bond fund, which is owned by the German insurer Allianz.
In his interview, Mr Gross says he's grateful to Janus's chief executive for "putting this [job opportunity] together so quickly, in a matter of 24 to 48 hours at most, and I don't intend to disappoint".
While at Pimco, Mr Gross was seen as a key figure, and since his departure investors have withdrawn record amounts of money.
The Total Return bond fund, which was managed by Mr Gross, lost more than 10% of its assets in September.
"I like to get up at 5:30 in the morning and make money for clients and compete against other money managers. That's something that doesn't go away.
"I am obsessed with delivering value to investors and winning the game from a personal standpoint. Retiring at this point in my career just doesn't suit me," he states in the Barron's interview.
He has been given control of a much smaller fund at Janus, worth $13 million (Â£8m), in which he says it will be easier to implement ideas than in the $200bn (Â£125bn) portfolio he used to run.
"The bond paparazzi will be less interested in Janus than they were in Total Return," he says.
Asked where he sees bond investment opportunities at the moment, he points to Mexico, saying it is "a pretty safe emerging market," with half the debt level of the US and interest rates around 6%.
In his first interview since leaving the bond fund Pimco, former boss Bill Gross has said he is 'uniquely exuberant' at leaving management responsibilities behind in his new job.