Kevin Garnett, Ray Allen, Pierce and Rondo were the stars of the Celtics' 2008 NBA championship-winning team, but none of them remain in Boston after the latter was traded to the Dallas Mavericks earlier this month.
The Mavericks snapped up the All-Star point guard by sending Brandan Wright, Jae Crowder, Jameer Nelson and draft picks to the Celtics.
Dallas also picked up Dwight Powell in the deal.
For Pierce, who is now with the Washington Wizards, he believes Boston could have built a team around Rondo, but claimed the 28-year-old is happy with the move.
"Not a lot of trades happen in mid-December. You know, teams are trying to find their stride," Pierce told the Boston Herald.
"But we had a chance to talk. We had our weekly mass text, and he understood the situation.
"The Celtics were either going to go in one direction, build around him, or continue with the youth movement. So I think Rondo understood it.
"I was shocked, definitely, because I thought this was a year they were going to maybe this summer find some pieces to put around him.
"But he had a great run in Boston, and as long as he's happy, that's all that matters."
Rondo was drafted by the Phoenix Suns in the 2006 NBA Draft and immediately traded to Boston where he reached the play-offs in five of his nine seasons.