Yet here he is back behind an NHL bench with the Boston Bruins, who are off to a strong start this season after a disappointing 35-41-6 finish last year.
"I've really turned the page on (New Jersey) and I don't want to elaborate on that, except that I don't think I ever doubted my ability to coach at this level," Julien said. "That's the reality of the game.
"It happened already this year (to Atlanta's Bob Hartley) after six games to a coach that I think will bounce back quickly because he's a very good coach. Sometimes it's not so much about the person himself, but the circumstances and expectations. You have turn the page quickly and bounce back. So far, I've really enjoyed my stay in Boston."
And why not? The Bruins began the season with a five-game western road trip in which they picked up three wins and two losses, then won their first two at home ahead of Monday night's clash with Montreal.
But winning has never equalled job security for Julien.
His NHL coaching career started in Montreal midway through the 2002-03 season and, the following year, he led the Canadiens to the second round of playoffs.
After the lockout season, Montreal was 19-16-6 in 2005-06 when he was fired and replaced behind the bench by general manager Bob Gainey, who cleared the way for current Canadiens coach Guy Carbonneau to take over.
The Devils were on the phone within a month and Julien was back coaching last season.
New Jersey had 102 points and was second overall in the Eastern Conference when Devils GM Lou Lamoriello axed Julien for the final three regular season games and the playoffs, which for them ended in the second round.
Lamoriello never fully explained his decision, other than to say he didn't feel the team was mentally ready for the playoffs under Julien. But it didn't stop Boston, which fired Dave Lewis after missing the playoffs and made Julien its third coach in as many seasons.
Now, he's even got Boston winning.
It didn't take major changes. He tightened up their defensive zone coverage and brought in a more aggressive forecheck, but otherwise, as veteran P.J. Axelsson says, "most teams play pretty much the same way."
"We're skating a lot more and that helps. We don't give the other team as much time to make plays."
It has worked so far. The Bruins have cut down goals against from 3.48 per game last season to under three so far.
"The team bought in from the first day I walked in and had a talk with them the day before training camp," said Julien. "I was really clear on what we wanted to do here as a group and what we wanted to accomplish.
"The guys were very open-minded. They were willing to go through the growing pains and learn and so far it's paid off."
Julien also slightly reduced the ice-time for his top players, particularly top defenceman and captain Zdeno Chara, to keep them fresher and spread the work around more.
But the biggest improvement has been in goal, where off-season signing Manny Fernandez has pushed incumbent Tim Thomas so that they have two goaltenders playing well - although Fernandez had two rough starts before shutting out the New York Rangers on the weekend.
Centre Patrice Bergeron says there is a new attitude on the team where they now go into games expecting to win. Some of that may have to do with stability in the roster, he said.
Last season, the Bruins were still getting over the November, 2005 trade that sent star centre Joe Thornton to San Jose for Marco Sturm, Brad Stuart and Wayne Primeau (only Sturm remains with the team).
They also had to integrate high profile free agents Chara and Marc Savard.
"We had a lot of new guys coming into the dressing room last season and I think the chemistry didn't click right away together," said Bergeron. "It took more time than we thought it would.
"This year, a lot of guys came back, the team spirit is better and also the mentality now is to win games and we go into games knowing we have a chance to do that."
A trip to Montreal brings back good and bad memories for Julien, but he bears no ill-will to his first team.
"If I can recall, the full season I had in Montreal was the best they'd had in 10 years, so I can't say I had less success here than elsewhere," he said. "I've always said I had a great experience here and I learned a lot.
"I hope to continue that with this team."