After the match, the 28-year-old told reporters that the Arsenal players are focused on winning matches rather than the former captain's departure.
"Every season we start a season and some players leave at the end of it. That's what happens and I just want to wish [Fabregas] good luck," said Sagna.
"We knew Udinese from before, the Italian league is quite tough and if you let them play they can be dangerous. But from the game against Newcastle and tonight again we did not concede a goal. We know if we want to be successful we have to defend as a team as we did tonight and keep playing.
"But we are all united for the same goal and we showed we have a great team spirit."
Arsenal travel to Udine for the second leg on Wednesday, August 24.