Evans was finally put out of his misery after a three-week wait to learn his fate, a period during which he had limited contact with Cellino while the Italian interviewed others for the position.
In the end it fell on club secretary Stuart Hayton to deliver the news to Evans, but the 53-year-old refused to criticise his now former boss, despite being put through what many felt was a public humiliation.
Cellino met with MK Dons boss Karl Robinson and also made an unsuccessful approach for Bristol Rovers' Darrell Clarke, all while Evans remained in position, but the Scot said: "First and foremost I have always believed that, if you're an owner and have the final say, you're duty bound to put the best man in the chair for the job.
"If Mr Cellino has an option on me to extend my contract and sees fit to speak to other people, I had to ask myself, 'One, was he doing it because he doubted me or, two, he wanted to see if there was something better in the market?'
"For a time I believed it was the second of those two, but the last week I saw there were other people in for the job and I took the opinion it was not going to be me."
As a consequence, Evans requested an Elland Road meeting where Hayton delivered the news on Cellino's behalf.
The Italian has not told any of the six coaches he has sacked in two years of the news himself.
"I got the news from the club secretary late this afternoon," Evans added on Sky Sports News. "I went up to Elland Road, it fell upon me given recent events to be asking the question whether my contract was going to be extended and, following a meeting with the board and Mr Cellino, Stuart was asked to convey to me that it would not be renewed.
"It was hard to sit there and accept. When you work for Leeds United, the first think you realise is the size and the fans are simply stunning and wonderful people and you realise you have to keep your dignity and respect. If you come out of that club it's a sad day. I will move on, but it's been a wonderful experience."
Asked if he felt undermined by Cellino's pursuit of other managers, Evans said: "No, not at all. I wish that great football club and those supporters every success and I will be the first to buy a ticket if they get in the Premier League."
So confident are Leeds that they can achieve promotion next season, they have promised either a 25 per cent or 50 per cent refund for season ticket holders if they do not make the play-offs.
Given they have not finished higher than 13th - achieved under Evans - during Cellino's two-year tenure, that could prove a tall order, especially given Cellino's constant off-the-field troubles.
He is currently the subject of a Football Association charge for an alleged breach of its agent regulations, while he has also served a Football League ban for tax evasion.
His ownership has come under heavy criticism from fans, with the 'Time To Go Massimo' protest group particularly vociferous.
A fortnight ago the Italian said he wanted to sell the club - not for the first time - but he now has a new head coach to appoint.
Evans got the job after Uwe Rosler was sacked in October, his unsuccessful tenure following those of Brian McDermott, Dave Hockaday, Darko Milanic and Neil Redfearn.
Former Swansea boss Garry Monk heads the betting to replace Evans.
In a statement, Cellino said: "Steve completed the job he was brought in to carry out - to keep the team in the Championship - and his hard work here has been greatly appreciated. I wish him and (assistant) Paul Raynor the very best for the future.
"We have, however, decided that a different approach is required in order to achieve our targets for the new season.
"The club is now looking to appoint a new head coach to build on the good work of Steve and Paul and deliver the special season which our supporters deserve."
