Siasia also believes the Super Eagles would have done better if he was in charge from the beginning of the qualifiers.
Siasia was interim coach of the Super Eagles when they crashed out of the race to qualify for 2017 AFCON.
The Super Eagles lost to Egypt in Alexandria 1-0 after playing out a 1-1 draw earlier in Kaduna.
That loss meant that the Super Eagles could not qualify for the 2017 AFCON in Gabon.
Siasia was appointed interim coach of the Super Eagles after Sunday Oliseh resigned abruptly in February 2017.
The Bayelsa born coach was in charge of the Super Eagles for only the double header against Egypt and believes the team would have done better if he was in charge from the beginning of the qualifiers.
“I do not have a job now because I did not qualify Nigeria to the AFCON,” Siasia told African Football.
“It has shown that anytime I have taken a point midway, I do not do well.
“When I have started a job, I have always finished well.”