There was a spiritual pull for Bellamy returning to Wales.
Born in Cardiff, he spent most of his playing career outside of his homeland, representing the likes of Liverpool and Newcastle.
As a coach, Bellamy followed Vincent Kompany to Anderlecht and Burnley, describing his time with the now Bayern Munich boss as an “education”.
The former Manchester City team-mates remain good friends and speak frequently, but Bellamy felt it was time to become a head coach in his own right when his country came calling.
Despite only being an assistant to Kompany at Burnley, Bellamy took a substantial pay cut to take charge of Wales.
This, however, was a job like no other. As well as the obvious emotional ties, Bellamy had unfinished business.
He never got the chance to play at a major international tournament but, as head coach, he aims to put that right by qualifying for this summer’s World Cup.
“You always have that buzz of chasing something, like I want qualification, I want to be at major tournaments,” Bellamy says.
“But how do we do it? I’ve got loads of flaws, but the team needs to play with intensity, play with balls.
“As long as you have belief, that’s the motivation. That’s why you do so much work, why you look at opposition.
“As a footballer for Wales, I didn’t really feel belief, I just felt hope. Italy [when Wales won 2-1 in 2002 in a European Championship qualifier] was different because we took the game to them. We were brilliant but there weren’t many nights like that.”
Bellamy scored the winning goal when Wales last faced Italy in Cardiff, a momentous occasion at a sold-out Millennium Stadium.
The teams will meet again if they win their respective World Cup play-off semi-finals on Thursday, with the final to be played at Cardiff City Stadium the following Tuesday.
Much like Bellamy himself, Welsh football is unrecognisable from that memorable night 24 years ago.
Having been absent from major tournaments since the 1958 World Cup, Wales not only qualified for Euro 2016 but reached the semi-finals in France, three years after Bellamy retired.
They followed that by getting to the knockout stages at Euro 2020 and then qualifying for the 2022 World Cup.
Bellamy wants to build on that success – and take his country to new heights.
“Euro 2016, that moment was like, ‘We are here’. That gave belief and I want to carry that on,” he says.
“We do punch well above our weight but that’s where we want to be. We need to do it continuously. I like expectations.
“This is what it takes to be a Wales player. To wear this shirt, these are the qualities you have to have. I believe we have a chance to consistently be at major tournaments.”
With that, Bellamy turns back to his laptop. The cursor hovers over files labelled ‘Italy’ and ‘Northern Ireland’ – Wales’ potential play-off final opponents – and then back to ‘Bosnia’.
Whether or not Wales get to the World Cup this summer, it will not be down to a lack of preparation.