The French full-back concedes his preference would be to remain with the Gunners.
Sagna told Bein Sport: "I was upset, angry when players left. If we had them today, it would make a massive difference. Since 2007, a very competitive team left.
"I would love to win trophies with this club, it's a club I love so much but something is missing.
"I've still got six months on my contract with Arsenal. We are in negotiations.
"It's an option to go somewhere in January but I always had a good relationship with Arsenal.
"I've been playing there for seven years and I hope we will end up on something good. First of all I want to finish as champion because we have got a good opportunity to do it this year, and after we will see."
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