Sagna whose contract was up this summer leaves Arsenal to sign for the reigning English champions in a three-year deal that will see him at the Etihad stadium until 2017.
In a message on his twitter page,the 31- year old said: "Of course I wanna thank the coach Mr Wenger, who believed in me, gave me trust and clearly changed my life."
He further added that Arsenal was like a: "A family to me... a club who taught me so much in seven years. A club who changed the kid I was into the man I am today."
Sagna refused to sign a new deal with Arsenal after failing to reach an agreement with the London club.