Chelsea boss Antonio Conte was keen to lure the Belgium international to the Premier League during the close-season, but a transfer never materialised due to Nainggolan's preference to stay at the Stadio Olimpico.
"I do not regret not joining Chelsea, because I made the decision to stay here and I am happy with my choice," Nainggolan told Sky.
"I have said many times that I want to be successful here and I believe this club can win things.
"Of course, it is always nice when a big club takes notice of you, but I have no regrets."
Nainggolan also had his say on the form of Kevin Strootman, who has been struggling in recent weeks after overcoming serious knee problems, and he was quick to defend the Dutchman.
"He is a very important player for us and it is not easy to get back to peak fitness after the kind of injury he has had," he added.
"We have to give him time to get back to his best. For me, I already think he is doing too much, given the injury."