Wenger said Sagna "agreed a long time before" to make his move to Eastlands during the summer, but while the France international insists he deceived nobody, he also revealed he knew he wanted to leave before the FA Cup final in May.
"I know exactly what happened - everyone knows," Sagna told reporters "I am not a tricky person. I am very professional, so I don't want to comment on it.
"All I will say is that I was at Arsenal for a number of years. I have always been straight. I have always given the maximum.
"Even when I came back from injury and was not fully fit, I always played. I don't know why he [Wenger] said this."
Sagna also said Arsenal's FA Cup triumph in May - their first trophy in nine years - was not enough to sway him to remain at the Emirates Stadium, and told fans to stop criticising players for leaving.
"I knew I had to come, no matter what happened. I had already made my mind up," he added.
"I wanted to change. I wanted to boost my career. I'm 31 now and it was time to move. It's not about the money.
"Can you find one player in Europe who stayed six years on the same contract? That's what I did and I never asked for anything.
"If I was the first one to join Man City, then OK, but I don't know what to think. Every time a player leaves they seem to get abuse.
"To me, I made the right choice and I'm very happy to be here no matter what they think. I am not the first one to leave their club and I won't be the last."