Kroos joined Real Madrid in July shortly after winning the World Cup with Germany, alongside Lahm and several other Bayern team-mates.
Xabi Alonso has since been brought in from Real Madrid by coach Pep Guardiola and Lahm welcomed the arrival of the former Spain international as Bayern move on from the departure of Kroos.
"I'm not sad that Toni's gone - that's football," Lahm told Kicker. "Players come and players go.
"I've been around long enough not to let the sale of players get me down, even if Toni is an excellent player.
"With Javi Martinez, Thiago and Bastian Schweinsteiger out not for two weeks, but for a long time, then we needed him [Alonso]."
Bayern beat Stuttgart 2-0 in the Bundesliga on Saturday and face Manchester City in the UEFA Champions League on Wednesday.
