"One of the saddest things about departing Washington is you miss your pals and a lot of people were there for all eight years and I became good friends with them like Vice President Cheney," he said.
"It's great to be in Texas, however," Bush added.
The two-term former president, who has largely stayed out of the limelight since leaving office, has held a host of interviews as he prepares to open his presidential library on Thursday, the George W. Bush Presidential Center in Dallas.
President Obama and former Presidents Clinton, George H.W. Bush, and Carter will join Bush for the dedication of the library.
A new poll released on Tuesday shows Bush's approval rating rising four years after leaving office. The Washington Post-ABC News poll showed 47 percent approve of Bush, with 50 percent disapproving. When Bush left office in 2009, his approval rating was a negative 33-66 split, one of the lowest figures among presidents.
Despite missing former colleagues, Bush said he doesn't miss Washington.
"It was an unbelievably exciting experience to be up there for eight years, but … when your times up you exit the stage and let the next man, in this case, give it his best shot," Bush said. "So while, we've got friends in Washington, I'm not all that friendly to Washington."
While Bush has refrained from commenting on his successor, Cheney has been a vocal and persistent critic of Obama.
The full interview with the former president will air at 6:20 a.m. EDT on Thursday on C-SPAN.