Bonucci made a stunning switch from Juve to Milan in 2017, only to return to Turin the following year.
Chiellini, 35, felt his fellow defender's move made no sense, saying he would have understood if Bonucci had decided to join a club like Real Madrid.
"His year at Milan was different, a choice certainly wrong because he was not made at peace with himself, therefore not in a lucid way," he wrote in his autobiography, Io, Giorgio, via Corriere dello Sport.
"Leo was shaken for a thousand reasons. I was sorry because everything happens in the weeks when we didn't see each other.
"I'm sure if it had happened at another time I would have made him think about staying. Like [Antonio] Conte in that July 2014, they always leave when I'm not there."
Chiellini added: "With Leo I spoke that everything was already established … something without logic from start to finish.
"I could have understood if he had gone to Real Madrid, but to that Milan? Fortunately, fate wanted everything to come back in order."
Bonucci had played 34 games in all competitions for Juve this season, which has been suspended due to the coronavirus pandemic.