The Belgian midfielder is on loan at the Stadio Olimpico until the end of the season, and Roma have the option to make the move permanent for €6 million.
Nainggolan provided the assist for Roma's second goal at the weekend - scored by hat-trick hero Mattia Destro - but was quick to underline his affection for Cagliari, who subsequently sacked coach Diego Lopez.
"I left a piece of my heart here and will always be a Cagliari fan," he is quoted as telling Nuovo Sardegna. "I'm glad that the fans greeted me with affection. I also heard some boos, but I expected some of that.
"I'm just sorry that my former team-mates are going through such a difficult time at the moment.
"I'm sure they will come out of it stronger though."
Roma are second in the Italian top flight, five points adrift of leaders Juventus, but Nainggolan refused to be drawn on his side's chances of bridging the gap.
"We're not saying anything about the Scudetto," he added. "We just want to move forward and see what happens at the end of the season."
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