The Italy Euro 2020 winner has left Milan for PSG this summer and Kessie concedes his departure is a blow.
He told Gazzetta dello Sport: "If I'm sorry? Sure. We have shared an important part of our life.
"And then Gigio is now the strongest goalkeeper in the world. I cannot interfere in people's decisions.
"I just take care of myself. I'm really sorry, but new players have arrived..."
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