Nasri, who will cost around 25 million pounds according to media reports, was omitted from the Arsenal squad travelling to Italy for Wednesday's Champions League play-off second leg against Udinese and is set to follow former captain Cesc Fabregas out of Emirates Stadium.
Wenger, speaking to reporters at the airport before leaving for Italy, said: "The summer was very difficult because we had Cesc Fabregas and Nasri on permanent transfer negotiations and that is draining in the end.
"We've lost two great players and that's the sad side of the story but at some stage it has to be over because you have to focus on the future."
"What you want is players completely committed to the long term to defend our chances," he said.
"I want to win every game for Arsenal Football Club and the rest of the pressure is created by your environment, but I have enough experience to take a distance from that," he said.
"I know what I have to do be at my best and that's what I try to do. I have complete belief in the team and the players I have and we have a great opportunity to show we can fight for this club."
He also played down the significance of Wednesday's match against Udinese with the winners set to qualify for the Champions League group stages.
"It's not critical, it's an opportunity for us to qualify for the group stage of the Champions League and so it's a good opportunity and we have enough to achieve that.
"We are short in midfield at the moment and that is where we have to strengthen."
City had already laid out around 50 million pounds in this month's transfer window on Argentina forward Sergio Aguero, French left-back Gael Clichy - also bought from Arsenal - and Montenegro defender Stefan Savic.
