The former Newcastle midfielder has expressed his regret that a move to Arsenal did not materialise, although he now says it is his "destiny" to stay at Paris Saint-Germain
The France international left Newcastle United for Laurent Blanc's side in January but had been linked with a move to the Gunners for some time.
And the 28-year-old has revealed that he would have liked to join Arsene Wenger's side last summer.
"I would have liked to play for Wenger last summer but, unfortunately, it didn't happen," he told Telefoot.
Cabaye also admitted that he almost moved to PSG before he went to England, although he eventually moved to Newcastle in 2011.
"I was approached by PSG and Kombouare but it didn't happen, then I went to England," he said.
Now, though, the Frenchman insists he is happy at PSG, with it being his "destiny" to help the side go as far as they can both domestically and in Europe.
"PSG is prepared to win everything," he added. "The players share a mentality making them wanting to go as far as possible.
"If we have the possibility to snatch the Champions League, we will do it. [Zlatan] Ibra[himovic] is doing extraordinary things and Thiago [Silva] is a monster at the back. It's a new challenge. I want to last here and to win. It is my destiny."
PSG are eight points clear at the top of Ligue 1 and also reached the Champions League quarter-finals after knocking Bayer Leverkusen out over two legs.