The Dutch centre-back was said to be the subject of sustained interest from Liverpool over the summer, only for the Saints owners to reject all advances and keep hold of their captain.
However, despite Van Dijk making it clear that he wanted to leave Southampton, Bertrand insists there are no hard feelings towards the player after his purported move to Anfield broke down.
"It is nice to keep hold of players," the England international told Sky Sports News.
"There were no bad vibes in the dressing room. Everyone is entitled to their opinions and what they want to do in their lives, but we just get on with it and play as a team.
"He has clearly stated that there are some big teams involved and wanted him and he just wanted to go on and pursue his career and move on to really big things.
"But he had a contract with Southampton and it did not happen. The club did not want to sell him and that is it, that is football."