Sagna admits last season began poorly after losing Cesc Fabregas and Samir Nasri.
He told Sunday Mirror: "Last summer, people were talking about Cesc Fabregas and Samir Nasri leaving. It was a difficult season in the Premier League and, for all football fans, it has been a crazy, crazy season. It was difficult for us but we kept fighting. I think it shows we can be strong contenders next season.
"This season has given us great belief for the season coming. Arsene Wenger has always given us the belief and confidence and made the decisions to help us through.
"If we had not had so many injuries then I think we would have gone closer to winning trophies this season."