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."
He said Nasri was not part of his plans for the match against Udinese with Arsenal 1-0 up from the first leg.
"What you want is players completely committed to the long term to defend our chances," he said.
Despite talks of a crisis surrounding Arsenal who have started their league campaign without a goal and just one point from two matches after a poor run of form at the end of last season, Wenger said he was under no greater pressure than usual.
"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."
AGREED TERMS
Nasri is set to become the second key Arsenal player to leave the club this month after Barcelona signed captain Fabregas for a reported fee of around 40 million euros.
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.
Since being taken over by the Abu Dhabi United Group in August 2008, City have spent an unprecedented amount for British football on buying top players.
In 2009, they bought Carlos Tevez, Gareth Barry and Emmanuel Adebayor. During the August 2010 transfer window their outlay was around 130 million on players such as Yaya Toure, David Silva and Mario Balotelli.
Under Roberto Mancini, who took over as manager in late 2009, City finished third in the Premier League last season, one place above Arsenal. City also won the FA Cup, their first major trophy in 35 years.
While City are clearly moving forward with intent Wenger is under increasing pressure from fans to buy a big-n
