The 31-year-old joined the Premier League champions in June following seven years at Arsenal.
Sagna has come under criticism for leaving the FA Cup holders in order to secure a more lucrative pay package, but he has refuted these allegations and has instead claimed that he needed a new challenge.
"I think it's the right move for me. I needed a change in my life. I needed to challenge myself and I know I will have to fight and train really hard to get into the team," Sky Sports News quotes him as saying.
"I knew I had to come, no matter what happened. I had already made my mind up, at the beginning of the season.
"It's not about the money. Can you find one player in Europe who stayed six years on the same contract? That's what I did and I never asked for anything."
Sagna made 284 appearances for the Gunners after joining the club in 2007 from Auxerre.