Having won seven World Championships between 2000 and 2009 with Honda and Yamaha, Rossi decided to move to the Bologna-based Ducati.
Things though didn't go according to plan as the Italian failed to win a single race and finished seventh and sixth during the 2011 and 2012 seasons respectively.
He moved back to Yamaha for the 2013 campaign, but the 35-year-old is happy he took the chance.
"Sincerely I never say like this," Rossi is quoted as saying by Crash.net. "I always say I haven't any regret to try with Ducati. Especially because it was so important to try.
"It was a big bet, but if I was able to win with Ducati - Italian rider on an Italian bike - it would have been so important and so great.
"Unfortunately we could not achieve the results I expected, but I never regret making that choice."
After years of success on the M1 bike, Rossi admits he found life on the Ducati Desmosedici tough.
"Unfortunately I was never able to have a good result because when I arrive I think the Ducati was the most different bike to ride, compared with the M1. Especially the feeling with the front and you had to ride in a different way," he explained.
"So I tried, together with especially Filippo Preziosi, to fix this problem but unfortunately we never arrived to a good point. We did some good results especially in the wet, and the dry here at Misano, but we were never able to find the right way to improve the bike."