Wagner, who was linked with West Ham and Swansea just this past summer, says he was reluctant to relocate his family from Germany.
"I could have switched to England. If I were alone, I would have made sure," he told Tz.
"Financial and sporting aspects are not the most important thing. My daughter has just started school.
"I will certainly not tear them out of their environment, just because their dad says that he has to change clubs again at 30 years of age."