He told Le 10 Sport: "Wenger has never stopped surprising me with his never-ending positive state of mind.
"Even if our adversary is leading at half-time, he remains calm, precise, and says the right words.
"He never gets mad. He also impressed us with his fine figure and charisma."
Sagna also praised Domenech, who led the French side to the 2006 World Cup final before the team crashed out of the 2008 European Championship at the group stage.
"Raymond Domenech is getting all the blows, taking the criticism, protecting us from the media. He takes everything on him, just like Jose Mourinho. That way, the players are not affected," said Sagna.
"The whole of France is against him and so (it) leaves us in peace. It was exactly the same before the 2006 World Cup and it was quite a success for him."