McInnes lost both Lafferty and Oli Shaw on the final day of the transfer window leaving him with Christian Doidge, Kyle Vassell and Stephen Robinson as his only senior forward options. The club had announced the Northern Irishman's departure with a short but mysterious statement.
It read: "It’s with regret that Kyle Lafferty and Kilmarnock Football Club have parted company by mutual consent. We thank Kyle for his service to the club."
McInnes addressed the situation when asked ahead of the team's important 1-0 win over Dundee United on Wednesday night at Rugby Park.
"All I can say on that matter is, listen, it wasn't something that I was wanting to happen,” he told the BBC. "It was a board decision and conversations between the board and Kyle. I don't really want to say any more than that.
"The situation that we were in, trying to bring forward players in, it's left us really short on that side of it. So we're disappointed that this is the outcome. But it was between the club and Kyle, unfortunately for us Kyle has left."
He added: “Oli Shaw was also confirmed on Tuesday night but that deal was done last week. The Lafferty one was sprung on us."
Lafferty had missed ten games through suspension after being charged by the Scottish FA for using sectarian language in an incident with a member of the public in a nightclub.