The 28-year-old only arrived at the west London club during January, but was the subject of a late bid prior to the close of the Russian transfer window last week
The centre-back joined the Rs from Anzhi Makhachkala for £12 million in January but, with the Russian transfer window open until February 27, was the subject of a proposed immediate return.
However, Redknapp says that the club's chairman, Tony Fernandes, decided to reject the offer in order to boost QPR's survival hopes.
He told reporters: "We had an offer for Samba, right on the deadline and the chairman turned it down. It was for more money than we paid for Samba.
"The offer was last week - it was a massive offer to take Samba back to Russia. It was in the week that has just gone as the Russian window was still open. It was a big offer.
"The chairman asked me 'what do you think?' and I said 'it is up to you, it is your club, it is your decision'. I would have had no problem. I left it to the chairman. He came back and said he had turned it down and said 'get on with it'.
"The player probably spoke to the chairman but it was really important we kept him. It was really good for us. Had we had lost him, I would have had to have played someone else. That is football."
Samba has completed 90 minutes in each of the Hoops’ four league matches since his arrival, and Redknapp has insisted the defender would be worthy of a place at any top club in England.
He added: "He is a proper player. When he was sold, I could never understand why Arsenal did not sign him that time.
"He is everything you need. He is quick, he can play round his feet. He is a proper centre-half. He could play anywhere in this country and for all the top teams."