"No, I wouldn't have thought I would still be here, but I do now," Gundy said to Low. "This is who I am. This is what I am. This is where I belong. This is me. There's no reason for me to go anywhere else."
The Oklahoma State alum and ex-Cowboy quarterback has led his team since 2005, compiling a 121-59 record. He led Oklahoma State to a Big 12 title, 12-1 record, Fiesta Bowl victory and third-place showing in the polls in 2011.
The Cowboys are coming off a disappointing 7-6 season, although Gundy led three straight 10-win teams from 2015-2017.
His success has led to other big-name programs calling, and the coach told Low that Tennessee has knocked on his door three times, with the most recent occurrence happening in 2018.
"I've had that [Tennessee] job offered three different times," Gundy said. "It's ironic that it's always been Tennessee. I guess it gets to a point where you say, 'Is it time for me to make a change? I'm 50-something years old. Is it time for me to go do things differently?' Sometimes in your life, you think that way.
"Tennessee put together an unbelievable package, and it's hard to tell somebody no when that happens. But I made the right decision."
Gundy, 52, has spent all but five seasons at Oklahoma State since 1986, when he stepped on campus as a freshman. He was the team's starting quarterback for three-plus seasons and played alongside 1988 Heisman Trophy winner and Pro Bowl Hall of Famer Barry Sanders.
After graduating, Gundy stayed on as an assistant, rising to offensive coordinator and quarterbacks coach in 1994.
He stayed one more year before making a one-season stop at Baylor and coaching four seasons for Maryland. Gundy returned to Stillwater in 2001 and was an associate head coach and offensive coordinator through 2004 until his promotion.
Oklahoma State opens its 2019 season at Oregon State on Friday, August 30. The Bedlam Series will continue versus Oklahoma on Saturday, November 30 in Stillwater.