Although also fierce rivals, the pair were friends, and so regularly spotted chatting or shaking hands in the paddock that Vettel was constantly linked with a potential switch from Red Bull in the future.
But on Monday, due to Ferrari's poor results, Domenicali quit.
"I was shocked when I heard about it," Vettel told Germany's Sport Bild.
"It came as quite a surprise, because he's been there for so long, but I don't know any of the background," he admitted.
Domenicali's exit has split the F1 paddock. Some think the fabled Italian team, having not won a title since 2007, needs precisely the "shake up" referred to by the 48-year-old in his official departure quote.
But former driver turned commentator Marc Surer told Germany's Sky: "Domenicali is not the problem at Ferrari."
Surer said the main problem is Maranello's new turbo V6.
Another ex-driver and commentator, Christian Danner, also hit out at Ferrari's culture of pointing the finger in the wrong direction.
"Luca di Montezemolo tends to say that everything else is bad when Ferrari doesn't win.
"So when Ferrari builds an engine that is not good enough and uses too much fuel, then it's a formula one problem, not a Ferrari problem," he reportedly told n-tv.
Montezemolo has told Italian media that he will help the F1-inexperienced Mattiacci get up to speed.
"I will spend more time in the paddock," he promised. "Everyone must now do everything to return to success."
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