Sagna left the Gunners in the close season for City on a free transfer after failing to sign a new contract with the North Londoners.
The right-back was an integral part of the Arsenal squad last term, making 35 Premier League appearances, while also playing his part in their FA Cup win over Hull City.
The Wembley showpiece was the last appearance Sagna made under Wenger, and the Gunners boss has expressed his disappointment with his compatriot.
Wenger claimed that Sagna had shown the club and his manager a lack of gratitude after blossoming into a France international at the Emirates Stadium after arriving from Auxerre in 2007.
When asked about Sagna, Wenger told The Mirror: “What is tiring is to lose players to City or somebody else. You will have to ask Sagna why he chose City. I made him a proposal to stay for three years, but he chose them.
“Had he chosen a long time ago? Maybe – it looks to me like he agreed it a long time before. It is disappointing because he came here as an unknown and he became a French international. But I also respect Sagna because, until the last day of his contract with us, he was super-professional."
Wenger acted quickly to replace Sagna with Newcastle United's Mathieu Debuchy, and he has also spent significantly on the arrivals of Alexis Sanchez, Calum Chambers and David Ospina.
Sagna aside, it has been a successful summer for Arsenal so far, after they were able to offload a number of players who had no future at the Emirates.
The likes of Park Chu-young, Nicklas Bendtner and Johan Djourou have been moved on, while Carl Jenkinson has joined West Ham United on a season-long loan deal.