The Spain international made the move to Chelsea this summer after the Gunners opted against trying to re-sign the 27-year-old, who left the Gunners for the La Liga giants in 2011.
"I have no regret about that at all," Wenger said in today's press conference. "My regret is that he left us. It was strange, but you have to accept that professional players move from club to club.
"It was difficult for him to leave us, but after that you accept he can move to some different clubs."
Fabregas received a number of plaudits for his performance in Chelsea's opening 3-1 victory over Burnley at Turf Moor on Monday night.