To sack your right-hand man at the end of a season in which you won Wimbledon could be seen as foolhardy and ungracious.
"I'm not trying to introduce something new to the game. I'm just concerned about my own thing," he said after beating Marat Safin in the Australian Open final on Sunday.
The Swiss keeps a tight control on his affairs. His girlfriend Mirka looks after his off-court business with help from his parents and only a physiotherapist travels with him to the big tournaments now Lundgren is gone.
In the 1970s and early 1980s, few elite players had full-time coaches but the increasing pressure and standard in the men's game means it is rare for a top 20 player not to have a small entourage accompanying him around the circuit.
Lundgren had been with Federer since 1998, when the youngster won the junior Wimbledon title, and was a good friend as well as a coach.
DIFFERENT MAN
"For me it was very difficult to take that decision. I wouldn't say it was the right one but it was an important one because I want to improve, I want to hear new information," Federer said.
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The tennis was just as sublime -- he gave away two sets in Melbourne against one at Wimbledon -- but he appeared much more self-assured, much more confident in his ability.
The Swiss believes that having to organise himself made him concentrate more as he trained for the Australian Open and he isn't arrogant enough to believe he has found all the answers.
Australian reports suggest he may approach Darren Cahill who has been coach of Andre Agassi and Lleyton Hewitt.
"Because at 22 it's too early not to work with a coach," he says.