The sack is a sad fact of life for football managers. I have been axed three times. The chairman at Notts County was on record as saying it’s the worst thing they ever did. Within a couple of years they were one game from losing league status.

At Plymouth I fell out with the chairman. When that happens there is only one winner. At QPR two years ago I was gutted. After we had gone through all the tough games before Christmas there were eight or nine games coming up that were all winnable. I felt I had earned the right to those games.

Look at the Premier League today. Three of the bottom four, Fulham, Cardiff City and West Bromwich Albion, all have new managers. And they are all gambles. A couple of the teams around them, Sunderland and Crystal Palace, have changed managers this season, too.

Download the new Independent Premium app Sharing the full story, not just the headlines

This is what happens at struggling teams. Tony Pulis has done a great job at Selhurst Park when most thought they were certs to go down. The fans are brilliant at Palace and Tony has made a couple of loan signings, Tom Ince being one, who have real pace. Plus he has got them organised. That’s the key.

When I joined QPR in March 2010 we were rock bottom and heading for League One. We conceded too many and didn’t score enough, which was a recipe for relegation. Within 24 hours of watching them I decided to build my team around Adel Taarabt and Ale Faurlin, an Argentine lad who is the best midfield player I have ever had.

Taarabt has tremendous ability, as he showed for Milan the other night. Everybody warned me he would get me the sack, but I could see goals in him and that is what we needed. I told him that no matter how badly he played he would be in the team until the end of the season. He was fabulous for me. I had to adapt a system, which meant he didn’t get the ball in his own half, where he would lose it, and with Faurlin keeping everything moving in the middle of the park it worked.

It will be interesting to see how Fulham respond to Felix Magath. Owen Hargreaves told me the players are in for a shock with this fella. He is a hard taskmaster. He does a few odd things, which might sound weird coming from me. He takes the players out for surprise, two-hour runs and once when he was at Bayern, made them train in the dark when they came back from a game. Let’s see how they put up with that.

Sometimes when I’m watching managers on television and I see all that anxiety I realise that I don’t miss the job as much as I thought. Manuel Pellegrini and Arsène Wenger have had a tough couple of days.

I feel more sympathy for Wenger than I do for Pellegrini, because I think Arsenal gave it a real go. Wenger was unlucky. His team were fabulous. Manchester City, on the other hand, were almost in awe of Barcelona to start with. That was disappointing after the way they have played this season. The match was almost a let-down.

Back to Arsenal. The penalty miss from Mesut Özil killed it for them. You have to score when you are on top. A goal would have lifted Özil, the team, the fans, everybody in the stadium. Missing with such a soft penalty-kick had the opposite effect.

Özil looks like he needs a rest to me. If he played for Bayern he would have had one. While Arsenal were running themselves into the ground over Christmas and the new year, the Bayern boys were enjoying a month off, two weeks at home with family and then a spell in Qatar playing a few practice games in the sun. No wonder they looked like they could run all night.

But there is no shame losing to this Bayern team and if I were Arsène I would be really proud. Remember, after that defeat at home to Villa in the first game of the season everybody was getting stuck into him, saying it’s time to go and all this carry-on.

Who would have said then that at this stage, with 12 games of the season left, Arsenal would be only one point off the top of the league? What they have done this season has been fantastic and Wenger deserves a lot of praise for that.

Talking of praise, have you been watching our curlers this week? Pity the lads could not get gold yesterday but I’ll take a silver lining.

The best league in the world is back. Join The Independent for an online event, as our panel discusses the most uncertain start to a season in Premier League history. Click here to find out more and book your free ticket today.