Viral behind-the-scenes footage of Warnock's spell at Sheffield United shows a dressing room rant that saw him shout: "You've got to f***ing die to get three points!"
A young Jagielka, who made his first-team debut a few months after the boss' arrival in 1999, was spotted taking in the verbal tirade.
But when he appeared on talkSPORT Breakfast, he revealed the one time he and his teammates were reprimanded by a naked Warnock.
"He was so passionate about games, he's punched boards, he's told us off. Got naked, got into the shower then realised he'd not said something he should have said, came back out and gave us more of a telling off.
"I'd have probably used a different word if it wasn't on the Breakfast show. Imagine you get told off, your head's down and then you see you know, getting told off take two.
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"But at the same extent, he was fair. You did what you needed to do for him and he looked after you, you either didn't play our you're out of there."
Warnock helped guide the Blades to the Premier League in 2006 but resigned following their instant relegation the following season.
He has now taken up the post at Scottish Premiership side Aberdeen, and Jagielka believes the players will certainly have an interesting time under his management.
"I think with what he's done now, he's gone to Aberdeen, it's only a four-month deal I think and that's perfect for him. I'm sure there'll be plenty of little stories that the Aberdeen players have on him by the end of the season."
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Warnock has taken over at Aberdeen on an interim basis and the Scottish are the first club he has managed outside of England.
His coaching career kicked off at Gainsborough Trinity in 1980, the first of now 17 different clubs he has been appointed at.
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The veteran announced his retirement in April 2022 after a spell at Middlesbrough but returned to the fray last February to return to Huddersfield Town.
Warnock now has the task of saving Aberdeen's season, with the club eighth in the Scottish Premiership and eight points behind Kilmarnock, who the last of four European qualification spots.