Neville, 41, was sacked by the La Liga club in March after less than four months in charge.
He left his post as England assistant manager after their Euro 2016 exit.
"It could be that I'm no longer ever a coach in football. That's not a loss," he told Sky Sports News.
Neville stepped down from his position with England on 27 June, within minutes of the shock 2-1 defeat by Iceland, along with manager Roy Hodgson and fellow coach Ray Lewington.
"The FA invested in me for four years. I'm the most experienced I've ever been yet you get chucked overboard," Neville added.
"I'm only 41 years of age and you're regarded as a failure and the reality of it is the investment has to come through defeat and victory.
"I've been to eight tournaments as a player, three as a coach, I'm probably the only English coach that's managed in La Liga at a top four club in the last 15 to 20 years, even if it's only for four months."
Valencia won three of their 16 league games under Neville, and 10 of 28 matches overall.
Neville co-owns National League North side Salford City with fellow ex-United stars Ryan Giggs, Nicky Butt, Paul Scholes and brother Phil.
He was also involved in the development of Hotel Football, near his former club's Old Trafford stadium, and said these commitments meant he did not want to return to coaching "in the next five years".
Former England and Manchester United defender Gary Neville says he has been "chucked overboard" after leaving coaching roles with England and Valencia this year.