"He went and took that show back and I think in a similar situation, if roles had been reversed, I know – I know me, I wouldn't have done that," O'Brien, 47, says in his first post-Tonight Show interview, scheduled to air on 60 Minutes Sunday.
In the interview, the new TBS late-night host tells Steve Kroft that he would not have "surrendered The Tonight Show and handed it over to somebody publicly and wished them well – and then ... six months later… But that's me, you know."
Adding that "Everyone's got their own, you know, way of doing things," O'Brien, who's been on the road for his 30-date North American tour, says if he had been in Leno's shoes, he would've "done something else, go someplace else."
Leaving NBC, he says, was like severing a "toxic" relationship, especially one he didn't see having a future with.
And though he may have negotiated with the network, O'Brien says he "started to feel that I'm not sure these people even really want me here."
Meet Sandra Bullock's baby! For the whole story – including photos of her son Louis, an emotional interview about her breakup with Jesse James and her life as a new mom – pick up the new issue of PEOPLE, on newsstands Friday