Neville ended an eight-year spell with Everton, the club he joined from Manchester United in 2005 for a fee of 3.5 million pounds, last month and has now decided to hang up his boots.
"When I made a statement that I was leaving Everton everywhere I went I seemed to be getting 'oh you've been brilliant'," he told reporters at the European Under-21 Championship in Israel.
"I didn't like it, I didn't want to be seen as an attention seeker. In my heart I knew I wouldn't be playing again at any level, I just wanted to drift away."
Gary is now a member of England coach Roy Hodgson's backroom staff.
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