The Londoners tried to sign the 28-year-old from Shakhtar Donetsk but news of their interest never reached the player.
Fernandinho said: "It is a complicated story.
"There was contact before Manchester City came in for me but nobody told me about this in Shakhtar.
"I don't know what happened between Shakhtar and Chelsea but I'm very happy. I have no regrets.
"City's results show this. We try to play good football and in the last few games we have played good football and got good results."
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