Under his regime, Mr Bradshaw said the SFO would celebrate together each year at Christmas but not to toast any particular investigation.
"[As the SFO director] you've always got to be so careful, because you're in a privileged position.
"Put it this way. It wouldn't have happened on my watch with the people I had there. If I'd put an email out like that, I would have been torn apart by the people in the office. It's a culture thing.
"[The champagne drinking] is frustrating for someone like myself, because it makes the office look silly."
Mr Feeley is facing an employment investigation after the Herald revealed he shared the bottle of champagne belonging to Bridgecorp directors with staff after criminal charges were laid against Petricevic over alleged payments of $5.2 million.
The same day Petricevic was charged, Mr Feeley sent an email to staff saying it had been a "fantastic week" because of the prosecutions against Bridgecorp and other high-profile investigations.
"In light of the Bridgecorp charges being laid, there is a bottle of Gosset champagne [which] needs to leave the confines of my fridge at home and be drunk by those involved with the case," Mr Feeley said in the email, dated May 19 last year.
"The relevance of which is that it previously resided in Rod Petricevic's office - and I'll decline to explain how it end [sic] up with me. Hopefully you can all make it to celebrate."