The PFA Young Player of the Year for 2017-18 was the surprise omission from the defending champions' travelling party for this summer's tournament in Russia.
That decision was made to look even stranger when Germany crashed out at the group stage following defeats to Mexico and South Korea.
Low has been backed by the German Football Federation to stay on for another year, though, and Sane insists that he does not hold any grudges.
"I talked to Jogi Low about it. Of course, I also accepted that decision," he told Sky Sports News. "He gave me good reasons to do so. That's why everything is fine.
"It was a great pity for me that they were already out in the group stage. I think it's a bit hard to handle that."
Sane scored 10 goals and set up 15 more last season for Premier League champions Man City.