The former England coach has been handed a three-year contract by the Championship outfit following the departure of Billy Davies - and has been tasked with leading Forest back into the Premier League.
McClaren had emerged as a frontrunner to replace Gerard Houllier at Villa Park and was due to meet with club officials before the scheduled talks were shelved by the top-flight outfit.
There were suggestions that a negative response from supporters led to the change of heart from the Villans, and while McClaren admitted he was unhappy at how the affair panned out, he was now keen to focus on his new role with Forest.
He told a press conference at the City Ground: "There was an approach (by Villa), there was an appointment set up.
"That wasn't fulfilled, I couldn't control that, I quickly move on.
"I don't know (why the appointment wasn't fulfilled). You would have to ask Aston Villa that.
"At the time it was a disappointment, but I've had many disappointments in football, many highs and lows, you quickly move on.
"Once I met the chairman, heard the ambitions for this football club, once I came here and could smell the history and tradition, I think it is a good move for me."
Source: Team Talk
Source: Team Talk