The Scottish champions had made the Israeli winger a key target but saw a deadline-day approach turned down in August.
The 28-year-old told reporters in Poland: "I was disappointed. If someone thinks that it was my decision to reject Celtic, then it is wrong.
"I worked hard since I was five years old to become the player I am now, so why would I neglect it by refusing to join another club?"
Celtic renewed their interest in Melikson this month, but were outbid by French side Valenciennes, who secured his signature for an undisclosed fee.
He added: "They observed me for some time and were really eager to get me - and that is why I accepted the offer."