The 38-year-old swapped the Emirates for the Etihad in 2014 on a free transfer after seven years of service in North London.
Sagna told The Sun: "It was very difficult for me, even now I'm still emotional about it. It was my last game with the club I loved.
"The talks I had with them were not going well so I'd already made up my mind that I was leaving because I wanted to feel wanted.
"You really want to feel the love. I truly gave my best for the club even when I wasn't mentally there due to personal circumstances.
"People criticise me today saying I left for money, but I stayed at the club six years on the same contract and if you ask Arsene Wenger not even once did I ask for more money.
"I really played with my heart so when I came back to the club and people started booing me it hurt.
"But I guess that's life and I still have a lot of love for the club and want them to do well.
"Even if I were to criticise the team, it's from a good place. When you love something, you have to be fair and honest."
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