The forward, who like many a City striker before him ended up on the wing, is expected to sign for Charlton Athletic today after completing a medical.
City had offered McKenzie a deal until January but the League One side have offered him a deal until the end of the season.
"I have worked hard, really hard to get back to the levels I am at," said McKenzie to the CT. "Anyone who knows me, will tell you I am a good pro and I feel the club should have done better for me.
"The manager wanted me to stay until the end of the season and all the players have said it does not make sense. I can fill in at left midfield or up front and what happens if one of the lads gets injured.
"I know I have had some bad injuries and I can only apologise to the fans for that but just give me a break. "I even agreed to to halve my wages so it was not about money and I just wanted a contract until the end of the season.
"What's the problem? So it was out of my hands and I am moving back home.
"Charlton is near all my family, the package is decent and 100 per cent better than what Coventry offered me"
Speaking about the City supporters, the former Norwich man said: "The City fans know I can play and I really feel I had a lot more to offer the club but unfortunately time ran out for me.
"I would like to thank the fans for the reception they gave me against Swansea which meant a lot to me. I am sorry for all the injuries I have had but they were not my fault.
"I can understand the club being cautious but sometimes you have to give players a break. I have had a decent career and I think sometimes businessmen lose all concept of that.
"But I bear no ill feelings to the club and I wish the manager and his staff, all the lads and the fans all the best and I hope the club really move forward."
All at Covsupport News Service wish Leon all the best for the rest of his career and thank him for his service to Coventry City.