However, the 31-year-old has been a permanent fixture of Sarri's starting XI so far, helping the Blues to a 100% beginning to the campaign.
Chelsea play at home to Cardiff city tomorrow in the Premier League match day 5. Obviously, in your first season in a new club it's always hard and I wasn't expecting him to leave, but AC Milan are getting a great player.
"I think Chelsea changed a lot", Makelele told reporters.
'The only thing I can think of (as to why the move didn't happen) is that our deadline was two or three weeks earlier and (Chelsea) might have been thinking of using him in their own squad.
Ousted captain Cahill was in the role on a permanent basis for a year after Chelsea legend John Terry left the club. "It's up to him, I am very open with him because of his history with the club".
The 31-year old defender, who is in his second spell with the London club, has bounced back and featured in all the four opening matches as Chelsea maintained their ideal start to the new season under the Italian. Depending on that, the away side can take some confidence to secure at least a single point at Stamford Bridge.
One of the most important and featuring players during the run has been David Luiz. At the moment he is able to be on the bench.
Winterburn has been impressed by the impact Sarri has made in west London and says he could transform them into a "sensational" team.
Mentally the match after the break is very hard; materially because we will play against a very physical team.
Ampadu, who turned 18 on Friday, has yet to play for Chelsea this season but shone for Wales against the Republic of Ireland and Denmark during the recent worldwide break.
Asked whether his side can challenge for the title, Sarri said champions Manchester City and Liverpool were favourites and that Chelsea needed to improve defensively. "We need another step to be at the same level", said the Blues head coach. I think so, but I hope not.