Eriksson's affair with former FA secretary Faria Alam and a botched attempt by officials to hush up Alam's relationship with the Swede's boss, chief executive Mark Palios, have been given exhaustive media coverage. The events triggered the resignations of Palios and FA communications director Colin Gibson.
"It's been a mess, it's been a soap opera and it's very regrettable," Eriksson told reporters on Friday.
"I always think that private business should be private. I've never understood that normal people have an interest in your private life, even if I'm the manager of England."
Asked if the saga had affected his view of English people, Eriksson said: "I like them. But what I can never understand is that sick interest in private lives."
A determined Eriksson said he had no intention of resigning and dismissed any idea that his salary, estimated to be four million pounds ($7.32 million) a year, was not justified by the results after England's quarter-final exit at Euro 2004.
Eriksson said he had never considered quitting over the controversy.
"I could throw in the towel because of football results, but not because of mass media intrusion in my private life," he said.
"I can quit if we don't qualify for the 2006 World Cup, but that's football.
"I don't know if I'm paid too much or not. I know what other managers are earning and I know I'm not the best paid manager in the world.
"I never read a word about how much (Fabio) Capello earns, or (Marcello) Lippi, (Jose) Mourinho, (Arsene) Wenger, or (Alex) Ferguson. But in this job I see it every day."
Eriksson tried to sum up his view of people's expectations.
"Sometimes I feel in this job that you should be a saint, at least a monk, you shouldn't earn very much money and you should win every football game," he said.
Speaking at the ruling body's Soho headquarters, Eriksson said he believed he had the full backing of the FA.
"I trust everyone in this building and I feel I have good support from everyone," he said.
"If I have an opinion about a person, I prefer to go and tell him or her what it is," Eriksson added. "No-one in this building or on the board has ever told me anything like that.
"I want to go on working for the organisation, working with the England team and I want to qualify for the 2006 World Cup and do better than we did in the last World Cup."
As for Palios, Eriksson said: "I'm sorry he resigned. I always had a good relationship with Mark and I think I had good support from him."
The Swede said he was grateful for the backing of England squad members, including captain David Beckham, himself a tabloid target after an alleged affair with a former personal assistant.
"I'm very proud and very happy about that because as a manager what's important are the fans and the players.
"If you don't have the support of the players, the job is impossible."
Eriksson denied that England's results would be under closer scrutiny when they begin their 2006 World Cup qualifying campaign in Austria and Poland next month.
Criticised heavily by the media after Euro 2004, he said: "I don't feel more pressure. The pressure's always there."
The Swede blamed bad luck rather than poor tactics for England's exit on penalties to Portugal, after the team spent most of the game defending following an early injury to teenage forward Wayne Rooney.
"To push the defence up, you have to keep the ball up and when Rooney went off we really struggled to do that," Eriksson said. "I think we were a little bit unlucky...in extra time we scored a goal that was not allowed, but I think it was a goal."