"I said that about a lot of players", Setien said in a press conference, via BBC Sport.
Quique Setien says he could not imagine becoming Barcelona manager "in his wildest dreams".
Former Real Betis boss Setien was named as Valverde's successor soon after, on a contract until June 2022. He took training for the first time on Tuesday and will be in the dugout for Sunday's league game against Granada at Camp Nou. He was unable to win a Champions League title, which was always a perennial objective for a big spending club the likes of Barcelona.
Setien left the Seville-based club in May of last year after two years in charge, but secured a 4-3 win against Valverde's Barcelona at the Nou Camp last season. "The job he has done is something to be grateful for".
More generally, he will have to find a way to marry his purist principles with results at one of the most demanding clubs in the world. "Messi is the best player I have ever seen". He once commented he would have cut off his little finger to play under Johan Cruyff.
Valverde arrived more than two hours early at the Ciutat Esportiva Joan Gamper and took training as usual, despite Barca's public pursuit of their iconic former midfielder Xavi Hernandez at the weekend. I'm sure you'll do really well wherever you go because, as well as being an excellent professional, you're a great person. "If we have to die with our ideas, we will die with them because Barca has to follow its path".
After eight years with Racing, Setien moved to Atletico Madrid in 1985 and it was here when he earned global recognition and won three caps for Spain.
Most of his playing career was with Racing Santander, though it was with Atletico that he won the 1985 Spanish Super Cup.
Betis finished 10th and the club and coach parted ways, even if there was recognition for what had been achieved.
Given the obsession with bolstering their record in Europe, many were surprised the club did not opt for a fresh start last summer, even if Valverde's domestic record has been excellent.
"For Quique", read the message. The first break for the experienced coach finally happened with Lugo, where he guided them to the Segunda Division and kept them there before departing for Las Palmas - who were in LaLiga - and leading them to survival.
"Honestly, I just could not imagine them going for me", he added.