The Japan international has been linked with a host of top European clubs over the past 18 months, including English duo Manchester City and Liverpool and Ligue 1 outfit Paris Saint-Germain.
However, it was Italian club Lazio who came closest to landing Honda last month only for the reported €14 million deal to collapse on deadline day because of a dispute over the payment of the fee.
"If moaning about it would get me a move I would have a moan," Honda is quoted as saying by Reuters. "But I know how important it is for me to focus on the things I need to do now."
However, the 25-year-old attacking midfielder is still entertaining thoughts of securing a move to one of Europe's elite clubs at a later date.
"I was hoping for a better future," he is quoted as saying by maxifoot.fr. "I waited until the end of the transfer window and I could have gone to the Italian championship. Now, I will focus on CSKA Moscow.
"My contract ends soon and I am honoured have my name associated with prestigious clubs as Paris Saint-Germain and Manchester City."
Honda, who has been capped 31 times by his country, arrived in Moscow from VVV-Venlo in 2010.
How do you stay up to date with football when on the move? With http://m.goal.com – your best source for mobile coverage of the beautiful game.