"He was disappointed. That was probably the hardest phone call I had to make. Along with ringing Richie (McCaw). But he wished me the best," Kaino said.
Kaino also said the All Black skipper wished him well in Japan.
Kaino, who turns 29 next month, said he wants to be back in New Zealand in time to play in the next Rugby World Cup in 2015.
"This is only for now. That's what I wanted to do. I wanted to get some experience overseas and in a couple of years time probably come back and challenge for that jersey again."
Hansen said while it was obviously disappointing that Kaino was leaving New Zealand rugby, he respected and accepted his decision.
"JK has been a key figure in the All Blacks for several years now and part of the backbone of the side. He is a top man and I have been lucky enough to see him grow and develop over his years in the black jersey.
"He will be missed but we wish him, his wife Di and their family all the very best, and we hope to see him back in New Zealand one day."
Kaino leaves the country having played 48 times for the All Blacks and 85 matches for the Blues.
He has emerged from a talented but inconsistent international into one of the All Blacks' great No 6s.
He played all but 90 seconds of last year's triumphant World Cup campaign, picking up the New Zealand Player of the Year award and finishing runner-up to Thierry Dusautoir as IRB player of the year.
The 28-year-old is currently one of the best-paid players in New Zealand, with only Richie McCaw, Dan Carter and Sonny Bill Williams thought to be on a higher retainer from the national body.
Blues coach Pat Lam said: "I have had the pleasure of coaching Jerome for nine years with Auckland and the Blues and to witness his growth as a man, husband, father and a rugby player has been inspiring.
"His tough decision to leave New Zealand rugby at his peak is an indication of his desire to look after his young family before himself and while it's a big loss to the Blues and the All Blacks, I am thankful for his contribution and service to our team. For the moment, he still has a lot to offer the Blues during this season, even if it is not from on the field where his dominance will be missed, but as a leader in our group."
- APNZ/NZ HERALD