The 36-year-old was unveiled as the new boss of Championship side Blackpool on Wednesday night.
That was less than 24 hours after telling the press, following the Blues’ defeat against Brentford, that he knew nothing of the Tangerines’ interest and hadn’t held talks with them.
During the build-up to that Fratton Park defeat, Appleton had been persistently linked with the vacant managerial position at Blackpool.
Tangerines chairman Karl Oyston has since alleged he made his initial approach for Appleton’s services the Sunday before.
However, in an exclusive interview with The News, the former Blues boss reiterated he did not speak to them until last Wednesday – the day of his departure.
He also claims he did so after being given permission by administrator Trevor Birch that morning.
And Appleton is adamant he has done nothing wrong.
He said: ‘There has been a lot said about myself and other clubs in the last few weeks.
‘The fans were probably hearing just as much as me. But until Trevor picked up the phone and said there is official interest and a club has made an approach then nothing was going to happen.
‘That was not the case when I spoke to the press after Brentford.
‘Then he spoke to me on Wednesday morning and I went up to Blackpool.
‘As for supposed earlier talks, I think that was just a little bit between agents.
‘Six or seven agents were, for whatever reason, throwing my name into the hat. People were trying to get a piece of cake.
‘I cannot help what fans think. I have got to do what I have to do.
‘People have an opinion and if they think I lied or I did a good job or didn’t do a good job then that is up to them.
‘There is no point even trying to change people’s minds. It doesn’t bother me, we all move on.
‘But I will be very surprised if you have had a more honest manager.’
Coventry, Bolton, Burnley and Palace had also shown interest in Appleton this season.
In addition, Appleton held talks with prospective owners, The Pompey Supporters’ Trust, on October 26 over their future plans.
He declined to comment whether that meeting influenced his decision to leave.
Instead, he claims a stable club nearer his young family proved to be irresistible.
‘Blackpool have been a settled club, in the last three or four years especially, and have had quite a bit of success in a short period of time,’ said Appleton.
‘I just thought it was an opportunity to be a manager again.
‘I think the fact it was back up north also made it a little bit easier for me with my family. I have a young son and daughter and they are absolutely delighted with my decision.
‘They are now only 15-20 minutes away down the road. It has been hard being at the other end of the country.
‘They can now come and watch every game and both were there on Saturday for my first match in charge.’