Smith told The Sun: “I must have done something right when I was there for the manager to take the time to send me a message like that.
“I was really pleased to get the letter. He thanked me for my contribution to Manchester United and told me what a difficult decision it was to sell me.
“I understand that. There are no hard feelings.
“The only disappointment for me was that I didn’t have a chance to say goodbye to the United fans who were great to me all the time I was there.
“When you consider I came from Leeds and the clubs’ supporters are not exactly the best of friends, it was a big thing for them to accept me the way they did.
“They knew Leeds were the team I’d always supported but they never held it against me.
“I still have a lot of friends at Old Trafford and will be looking out for their results.
“But I’ve been lucky to move from one big club to another and, hopefully, I can help bring some silverware to Newcastle after so many years without a trophy.
“Newcastle is a fantastic place to play football.”
