The Frenchman was on the verge of signing for Blues after the two clubs agreed a fee but the deal collapsed at the last minute with reports of a disagreement over wages.
Now the 24-year-old, who came on as a substitute in last weekend's 1- 1 draw at home to Sunderland - his first appearance since the transfer broke down - wants to focus on the future.
"Now the transfer window has closed, we all have to try to forget about what has happened in the past," N'Zogbia told the Wigan Evening Post.
"I was close to going to Birmingham but, in the end, I just wasn't interested enough. It wasn't the right club for me and I wanted to stay with Wigan.
"I'm fine now, happy with the situation, and just want to get back onto the field and play my football."
Source: PA
Source: PA