Wenger left the Gunners at the end of last season following 22 years at the helm, where he won three Premier League titles and seven FA Cups, as well as going the season undefeated to win the title in 2003/04 season.
During his final years at the club, discontent at results spread throughout the fans like wildfire and calls for him to resign or be sacked.
"Wenger Out" banners were displayed by some fans at games - and at events unconnected to football - as disillusionment grew at Arsenal's failure to win the Premier League since 2004.
And Sagna is keen not to forget what Wenger has done for Arsenal, and believes the departed Frenchman deserved to be shown more respect in the final years of his tenure.
Speaking to The Independent, Sagna, who spent seven seasons under Wenger at Arsenal, said:
I was quite surprised [that he stepped down], to be honest, because anyone can have a bad time.
He built the club, he changed English football, he changed the English mentality. This is not the way to send him away. He had a difficult year but people should forgive a bit more and should be more patient.
When he said he was leaving they said "oh, we're going to give him a farewell day" but this is not the way to act. You have to respect the person for what he has done for you and your club.
They went too far - because for the majority of those years he made them proud. He was at the top.
Then recently when the team was not doing so well they started acting stupid, hiring planes and doing stuff which had no sense. This is football and you can't be at the top all the time.
They should be more grateful for what he did for the club, for the achievements.