The 28-year-old was reportedly on Jose Mourinho's wishlist as he looked to sign a replacement for John Obi Mikel, only for Manchester City to beat him to the punch by signing the Brazilian for £34million from Shakhtar Donetsk.
Fernandinho has revealed that he only learned of the Blues interest after he had agreed to join City but claims to have no regrets over his decision to move to the Etihad Stadium this year.
"There was contact before Manchester City came in for me but nobody told me about this in Shakhtar," said Fernandinho.
"I don't know what happened between Shakhtar and Chelsea but I'm very happy. I have no regrets.
"City's results show this. We try to play good football and in the last few games we have played good football and got good results."
Fernandinho will come up against the club he could have joined this summer on Sunday but insists he doesn't feel like he needs to show Chelsea what they missed out on, claiming his only aim is to help City triumph at Stamford Bridge.
"It is not a case of showing my best just against Chelsea, it is about showing my best against all the teams," he added.
"We try to play good football to win all our games, that is no different whether it is against Chelsea or anyone else."
Man City last week