The Wales football manager and father-of-two, who was found hanged at his home by his wife, Louise on Sunday, said his family meant "everything" to him - far more than all the medals and accolades he won during his illustrious career.
In the interview with FourFourTwo magazine, Speed said: "The item I cherish the most isn't material. I don't even know where my Leeds championship medal is.
"So I'd say family. We're an item and they mean everything to me."
Yesterday, an inquest was opened in Warrington to establish the circumstances of the 42-year-old footballer's untimely death. A post-mortem examination found he died from hanging. The inquest has been adjourned until January 30.
Detective Inspector Peter Lawless, of Cheshire Police, told coroner Nicholas Rheinberg there appeared to be no suspicious circumstances.