The American ballroom dancer, who has performed on the last two series of the BBC One reality show, claimed that he had nothing but happy memories from working on the programme.
"Strictly will always be nostalgic to me [and partner Ali Bastian] because that's where we met and we're very sorry not to be there," he told The Sun.
"I feel very thankful to the BBC because I've had some amazing opportunities from them in the past year. I've hosted and choreographed and produced my own TV series on BBC Three about wheelchair dancing, which has been a passion of mine for many years.
"I've got to see more of the UK than many people have on tour and I've met the love of my life all through Strictly, so no, I don't feel bad about it."
Fortuna, who is appearing in the West End dance show Burn The Floor with Bastian, also revealed he had other TV projects in the pipeline.
"We've had discussions about bringing back Dancing On Wheels and we're also talking about developing a different show," he said.