The Bosnian international was first choice at Fratton Park before leaving for the Potteries in January.
Begovic told The Sentinel: "It is good to see Portsmouth in the final but there are no regrets for me whatsoever.
"It was a move I could not turn down because I was moving on to a lot better situation and a better club in many respects - a club on the up and with ambition."
The 22-year-old has yet to make an appearance for Stoke but could feature before the end of the season, with manager Tony Pulis indicating he is eager to give Begovic a chance.
"I don't have any complaints because I knew the situation with Thomas Sorensen being at the club for a good couple of seasons," added Begovic. "He has done well and the team has done well, so I knew I would have to wait."
Source: Team Talk
Source: Team Talk