"I don't regret anything. Dani Alves is a great player but there are other excellent footballers in the Brazilian national team," Fernandes told journalists.
The player added that Brazil, who have lifted the World Cup trophy a record five times, was among the favorites at this summer's tournament but they faced tough competition.
Fernandes was capped once for Brazil before becoming a Russian citizen and has subsequently made five international appearances for his new country since 2017, including a 1-0 friendly defeat at the hands of Austria on May 30 and a 1-1 draw against Turkey in the team's final warm-up friendly on June 5.
Russia will host its first-ever World Cup from June 14 to July 15, with the hosts set to face Saudi Arabia, Egypt, and Uruguay in Group A.