Sol Campbell condemned Newcastle's sacking of manager Chris Hughton and claimed the players will be asking: 'What the hell is going on?'
The Magpies terminated Hughton's contract, saying they needed "someone with more experience", and reserve-team coach Peter Beardsley has been put in charge of the team on a temporary basis.
United are 11th in the Premier League and have achieved some notable wins under the guidance of Hughton, who had taken the club back into the top flight at the first attempt.
The announcement was met with bafflement by veteran Newcastle defender Campbell, who told ESPN Soccernet: "This will hit the players hard. The players admired him and liked him and won't be happy now he's gone like this.
"It makes no sense. Here is a guy who has done an unbelievable job. He got the club back into the Premier League and any manager would have been rewarded for that with a new contract, but Chris wasn't.
"The players are sure to be asking themselves, 'What the hell is going on?', that is only natural.
"When we left training this morning none of the players had a clue this was coming. Yes, it has come as a shock, and it will affect the dressing room there is no doubt about that."
The manner of Monday's limp 3-1 defeat to West Brom, after which Hughton berated the players for an hour, looked to have been the final straw however.
Newcastle said in a statement: "The board would like to place on record their thanks to Chris for his considerable efforts during the club's transition from Championship to Premier League football.
"Chris has shown exceptional character and commitment since being appointed manager in October 2009.
"The club wishes him well for the future. Regrettably the board now feels that an individual with more managerial experience is needed to take the club forward.
"The task of appointing a new manager now begins. An announcement will be made shortly regarding transitional arrangements pending the appointment of a successor."
Beardsley, the former Newcastle and England striker, will be assisted by Steve Stone.
Martin O'Neill plus three Alans - Curbishley, Pardew and Shearer - are among the bookies' favourites along with Bolton boss Owen Coyle.
At around the time of Hughton's dismissal coming to light this afternoon, Shearer told FourFourTwo he would consider another job in management, after his short stint as Newcastle boss last year ended in relegation.
Shearer told the magazine: "Despite what happened [at Newcastle] I loved it and if something was to arise again I would seriously look at it."
The sacking of Hughton comes little more than a month since Newcastle beat bitter rivals Sunderland 5-1, a result they followed up by winning 1-0 at Arsenal.
Hughton was named as the club's permanent manager in October 2009 after a number of caretaker stints in charge, and the club said in October 2010 that they would be looking to renegotiate his deal in the new year after speculation he was about to be sacked.
Hughton had been working without an assistant manager since Colin Calderwood joined Hibernian in October, and is followed out of the door by goalkeeping coach Paul Barron.
The 51-year-old Hughton arrived at Newcastle in February 2008 following a 20-year association with Tottenham.
He was appointed as coach to Kevin Keegan by director of football Dennis Wise, and then served as caretaker manager when Keegan left and was replaced by Joe Kinnear.
When Kinnear fell ill the following February, Hughton again stepped in, before assisting Shearer and Iain Dowie as Newcastle were relegated.
He was placed in caretaker charge in the summer of 2009, with owner Mike Ashley not willing to appoint a permanent boss while he looked to sell the club.
After taking over on a permanent basis he went on to guide the club to the Championship title, with the prize wrapped up with two games to spare.
So far this season Newcastle have won five of their 16 games, with other notable victories including a 6-0 thrashing of Aston Villa.
More recently, a 5-1 humbling at Bolton was followed by yesterday's loss to Albion.