Fenerbahce are closing the signing of the France international, with Guendouzi in Istanbul for his medical.
After last night's 2-2 draw with Fiorentina, Sarri was asked about the midfielder's sale.
"You need to talk to the club about the transfer market," replied Sarri.
"I thought Guendouzi was one of the seven or eight players we could turn to for the future. It's clear we're a big club, and when offers like this arrive, it becomes difficult to match it."
Asked about his own future, Sarri continued: "At the start of the season, I said I was staying at all costs and that I'd put up with anything. More has happened than I thought.
"The only thing that hurts me is that we have wonderful people, and it weighs on me to think we can't give them any satisfaction."
On whether he will see out the season, he added: "I gave my word to the Lazio fans, so I definitely think so. The transfer window isn't over yet, and the club might do other things."