The Spanish midfielder is continuously being linked with European champions Barcelona with a summer move high on the cards according to a lot of reports.
Sagna told Radio RMC that Fabregas indeed wants to return to Spain and says he can understand it if he does depart the Emirates Stadium.
"I can say it's true that Cesc wants to go to Barca," Sagna said.
"Fabregas wants to return to his country of birth, to his city, where his family are. He wants to play for one of the best teams in the world, Barcelona, and that's understandable."
But Sagna said that the 24-year olds status at the North London had not yet changed.
"At the moment, however, he is still Arsenal's captain," he added.