"It’s no longer a secret, I will leave Arsenal for sure," he told L'Équipe . "They tried to make an effort, but the discussions have not gone in the direction I wished it.
"There are a lot of calls, a lot of speculation. Frankly, it gives headaches. I’ll sort it all out before the start of the World Cup."
Sagna, 31, joined Arsenal from Auxerre in 2007 but won just one trophy in seven years with the Gunners. The Frenchman's last appearance came in the FA Cup final victory over Hull City earlier this month.
The likelihood is Sagna will offer City's revered right-back Pablo Zabaleta competition, unless coach Manuel Pellegrini switches the Argentine to the left flank.
Sagna could make his City debut against Arsenal in August's Community Shield at Wembley.