The 28-year-old defender arrived at Loftus Road from Anzhi Makhachkala on transfer deadline day, penning a four-and-a-half year deal with Redknapp's side.
However, the Hoops boss has revealed QPR were offered more than the club-record fee they forked out for Samba by another Russian club ahead of their own transfer window.
"We had an offer for Samba, right on the deadline and the chairman turned it down," Redknapp said following Saturday's 2-1 win at Southampton.
"We had an offer of more money than what we paid for Samba. The chairman had a massive offer for him to go back to Russia.
"The chairman asked me 'what do you think?' and I said 'it is up to you, it is your club, it is your decision'.
"I would have had no problem. I left it to the chairman. He came back and said he had turned it down and said 'get on with it'.
"The player probably spoke to the chairman but it was really important we kept him.
"It was really good for us. Had we had lost him, I would say that is football. He is a proper player.
"When he was sold, I could never understand why Arsenal did not sign him that time.
"He is everything you need. He is quick, he can play round his feet. He is a proper centre-half. He could play anywhere in this country and for all the top teams."