Shearer said it was a very difficult place.
"And it appears to be getting worse. The UN Mission in South Sudan has had some real problems. In the July attack there was something like 200 buildings that had bullet holes in them.
"We take proper precautions and I'm not worried about my personal safety. We just have to be really careful.
"It's a pretty remarkable job. When I've been doing humanitarian work I've often looked at the underlying reasons for the conflict of what's been happening and thought that if I could ever play a role in creating the political process to make peace come then that ultimately resolves the humanitarian problem. And this job gives me that opportunity. So that was the attraction."
Prior to entering Parliament, Shearer had done humanitarian work for the UN in hotspots including Somalia, Rwanda, Liberia, Kosovo, Afghanistan, Lebanon and Iraq.
The Herald revealed he had been chosen for the job last week, but Shearer was not able to talk about it until it was formally announced.
His departure will spark a by-election in his Mt Albert seat.
The appointment prompted jokes on social media that Shearer had wanted some peace and quiet so was leaving Labour to go to South Sudan.
"I've been very happy in terms of my political career but I've always felt the deepest regrets are the things you haven't done rather than the things you have. I think I would regret staying on in my role when I'm thinking I could make a real difference somewhere else."
Shearer was Labour leader from 2011 but resigned in 2013 after learning a no-confidence motion was being mounted against him.
"So many ex-politicians feel bitter and twisted about what might have been. I really just think life is too short. Of course I am disappointed and I have regrets. I would have loved to have carried on and contested the election in 2014 but that wasn't to be.
"You have the choice then, you can either wallow in bitterness or get up and get on with it. I chose the second."
He said he would always be committed to Labour and believed Little was a strong leader for the party.
"I like Andrew and I wish him all the best. He's a good leader, he's a strong leader. He's been very straight up and supportive of me."
Shearer is considered one of Labour's more centrist MPs and joins others who have or are leaving, including Clayton Cosgrove and Shane Jones.
He had received congratulatory messages from MPs across the board, including former Prime Minister John Key and Attorney General Chris Finlayson.