Yes, they get paid crazy amounts of money, but just take a look at the faces of Liverpool boss Kenny Dalglish and Manchester City manager Roberto Mancini to see what pressure can do to you. It was my wife, Beata, who commented on Kenny the other day. ‘Doesn’t he look shattered?’ she said as the great man’s face appeared at a TV press conference.

Beata and I had been out with the King right here in Dubai on the day he got the call to say he’d got the Liverpool job. He was bubbly, chilled, relaxed and happy… on great form, in fact. I said to him that night that no matter what happened at Liverpool, he had to stay that same way. A year on, he looks like he has the weight of the world on his shoulders.

It was when I saw Mancini’s face, as he celebrated the equalising goal against Sunderland on March 31, that I realised the toll that management lark takes. Roberto looked haunted. Shattered. Knackered. Sometimes they must ask themselves: is it all worth it?

In contrast, take my pal Mick McCarthy, who’s just been sacked at Wolves. I saw him on the TV this week: he’s been away on holiday for the past month and looks a million dollars. I’ve spoken to him regularly and told him as much, yet he still insists he wants to return to the ‘madness of management’, as he calls it, as soon as possible.

It’s an addiction that none of them can shake, even when clearly it should come with a government health warning. Great job. Great money. Great prospects. But only one can win, which means that it becomes blooming tough for the rest.

Hear Rob’s radio shows on Coast 103.2FM every Friday 11am-2pm, and every Saturday 6pm-9pm live from the Habtoor Grand Beach Resort & Spa, Dubai Marina (04 399 5000).