The All-Star guard was just one season into a four-year, $159-million contract extension with the Rockets and said the trade caught him off guard after general manager Daryl Morey reassured Paul he'd be staying put.
"I was shocked," Paul told The Undefeated's Marc J. Spears. "Truth be told, I just talked to Daryl a couple days before the trade and he said he wasn't going to trade me (to Oklahoma City).
"That’s funny because that is going to be the alert that pops up on everybody’s phone because nobody knows that. But what the hell, I just said it."
Morey apparently told Paul there was a "slim chance" he could wind up with the Thunder and that message may have been misinterpreted, sources told Spears. The GM reportedly hoped the Thunder would include a third team in the blockbuster deal - preferably the Miami Heat - so Paul could play for a postseason contender.
Though the 34-year-old ultimately came to terms with his new destination, he hasn't "really talked" with former running mate James Harden since being dealt.
"It's life," Paul said. "It happens. It is what it is. But I wish him nothing but the best."
Harden and Paul reportedly got into a verbal exchange regarding ball distribution following the Rockets' season-ending loss to the Golden State Warriors and are rumored to have gone two months without speaking to each other during the regular season.
Paul is averaging 15.7 points on 45.6% shooting - including a 38.6% clip from distance - across 19 appearances for the Thunder.