He looks back fondly at his fine spell with PSG that led to six trophies including two Ligue 1 titles.
Alves, 38, told SporTV: "I regret not going to Manchester City to work with Guardiola again.
"When you are with people like him [Guardiola], who always finds a way out, it adds a lot to you. My regret was not having gone to work with him again.
"But not [regret] for PSG, because the story that I lived at PSG was incredible."
After spending two years with PSG, Alves is back in Brazil playing for Sao Paulo, who he joined in 2019.
City, meanwhile, face Chelsea on Saturday as they seek their first Champions League title.
Guardiola's side are the ninth different English team to reach a European Cup or Champions League final, at least three more than any other nation (Germany and Italy have six).
However, only one of the last 10 teams competing in their first final have won the competition (Borussia Dortmund against Juventus in 1997).
The last English team to win in their first final were Aston Villa in 1982 against Bayern Munich.