Raheem Sterling thought he had won a spot-kick after being felled by John Stones at the Etihad as the Toffees held on for a goalless draw, only for the referee to wave appeals away.
Sagna bemoaned that decision and also insisted City should have been awarded a penalty against Leicester in December, another 0-0 draw, when Sergio Aguero tangled with Gokhan Inler.
"It’s not the first time. In the beginning we didn’t say anything but now – it was the case against Leicester with Agüero [as well]," he told reporters.
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"Mistakes are natural – they [referees] are human beings – but at the end of the day we’re not getting the penalties – against Everton, Leicester and many other games.
"I don’t want to blame the referee because he’s the only official on the pitch. Maybe have someone behind the goal.
"What do we have to do to win a penalty if we get the touch in the box? When it’s against us it’s clearly a penalty and we’re punished straight away.
"If it happens in the middle of the pitch it’s not a problem; it’s clearly a foul. When in the box it’s a big difference when it shouldn’t be."