The Ivory Coast international signed a four-year deal with Manchester City last month, ending a seven-year stint with the north London club.
Almunia said: "I was surprised by Kolo. He was a big part of Arsenal, one of the greatest players we've had over the last few years.
"He was happy here and when I see him in the papers wearing a City shirt, it is very strange.
"But now we must work with different people. We have a new central defender in Thomas Vermaelen and must cope with this. In football people come and go. It's life.
"Kolo lived through great times at Arsenal. He won the league as part of a great team, the 'Invincibles'.
"But when you are at any place for a long time, you sometimes need a change and to change your way of life, the city where you live, the team-mates you see every day.
"Maybe he was a bit bored, a bit tired of being with the same people every day, in the same atmosphere.
"He needed a change and you could see it in his face he was not really, really happy in his last period at Arsenal."
Fabregas has once again been linked with a transfer away from the Emirates Stadium this summer and, while the club insist the Spain midfielder is going nowhere, Almunia knows the Gunners must win something to keep hold of the 22-year-old.
Almunia added: "With Cesc, the same could happen but he has a lot more to offer Arsenal yet. Kolo gave everything to this club and won titles. He gave 100%.
"With Cesc, this season we'll see the best of him and he'll help us win something. Then he'll be happy to be here and will do what he wants to do."