Jeremy Lin woke up Wednesday morning as a member of the Houston Rockets, but if he had it his way, Lin says he'd still be with the New York Knicks.

"Honestly, I preferred New York," Lin told Sports Illustrated. "But my main goal in free agency was to go to a team that had plans for me and wanted me. I wanted to have fun playing basketball. ... Now I'm definitely relieved."

Lin told Sports Illustrated that he'd never considered the idea that the Knicks wouldn't match his offer until the team traded for point guard Raymond Felton last Saturday.

"Felton's signing was the first time when I thought, 'Oh, wow, I might not be a Knick,'"

Lin had several assurances that he'd remain in a Knick uniform prior to the Felton trade. In late June, he had dinner with Knicks coach Mike Woodson in Los Angeles to talk about his future with the Knicks.

"Woodson was saying, 'You're going to be a starter, you're going to be a big part of the team, Lin said. "I came away really excited."

The Knicks went as far as publicly stating they had every intention of bringing Lin back.

Assurances aside, Lin was hit with reality late Tuesday night, when the Knicks officially announced that they'd be letting Lin walk, confirming what ESPN's Stephen A. Smith had reported over the weekend that New York had no plans to match the offer.

Shortly after the Knicks announced the news, Lin tweeted:

"Much love and thankfulness to the Knicks and New York for your support this past year...easily the best year of my life #ForeverGrateful."

"Extremely excited and honored to be a Houston Rocket again!! #RedNation," Lin added in another tweet.