Van Marwijk, who was out of contract at the end of the AFC qualifying campaign, was replaced by former Argentina boss Edgardo Bauza as Saudi Arabia's new head coach on Thursday following his arrival from United Arab Emirates.
The Saudis secured their fifth World Cup appearance and first since 2006 thanks to Van Marwijk and their win over Japan earlier in September.
"I stopped the negotiations. Last week, after we qualified for the World Cup, a few of my staff members were sacked. That's unacceptable for me", Van Marwijk told NOS.
"I'm not going to negotiate about that [moving to Saudi Arabia]. I don't want to live there permanently. They think it's incomprehensible that I had to leave. They really wanted to go to Russia with me."
Van Marwijk added: "I would like to go to the World Cup, because that's why I started this job two years ago. But I will not let anyone tell me how to do my job."
Bauza, 59, endured a turbulent spell in charge of Argentina and was sacked with the South American nation's World Cup hopes hanging in the balance.
The Copa Libertadores-winning coach took over UAE in May but he was unable to clinch a spot in the World Cup qualifying play-off.
