Valverde, who will record 500 games in charge of Athletic this term, will be leaving San Mames at the end of the season.
Guruzeta said, "We didn't know he was leaving from anyone, but it was somewhat expected. We've had four fantastic years with him. I think he's the best coach Athletic has ever had, and for me, the best I've had in my career.
"It's a shame he's not staying with us, but he's also suffered a lot this year and made a good decision. He's leaving having done things very well, and hopefully we'll finish strong and qualify for Europe."
He also told Radio Euskadi: "It's been a different and strange year, with many injuries, but we have to take it as a positive to realize what kind of team we are and that winning matches is always difficult.
"In the last two years, when we were winning, we didn't focus on whether we were playing well or badly; this year, it's clearer where we need to improve."