The French international refused to play for the Magpies earlier this season in a bid to force through a move to the Emirates Stadium.
However, when asked why a proposed switch to London fell through, Cabaye claimed that Kinnear harbours the real reason.
"The only person who can explain what happened is Joe Kinnear. If he is honest, he will tell it. Otherwise it will not get out of my mouth," he told reporters.
"Was my failed transfer to Arsenal difficult to swallow? At first, yes, but you have to quickly get focused again because if you go on thinking about it you have a grudge against a lot of people and that is useless."
Cabaye joined Newcastle in 2011 from French side Lille.