In his first interview since the remains of fallen social media Digg star were sold to Betaworks, Digg's founder Kevin Rose said he sold some company shares during its venture-capital financing rounds but "did not make a lot of money."

That was just one disappointment of several for Mr. Rose, who founded Digg in 2004 and was involved with the company off and on as an executive and director until its very end.

Digg...