Redknapp revealed Remy was in his starting XI to face Sunderland at Loftus Road on Saturday, before a phonecall at midday informed him the French marksman was on his way to Stamford Bridge.
Chelsea triggered Remy's release clause and, although the France international was willing to play, he was withdrawn from the squad.
The 27-year-old failed a medical at Liverpool at the start of the summer, but is now set to complete his Stamford Bridge move to replace AC Milan-bound Fernando Torres.
"I didn't see it coming at all," Redknapp told Sky Sports in the wake of Rangers' first victory of the season. "Maybe I'm a bit naive but I was hoping he would be with us, he's a good player and he's important to us.
"He didn't refuse to play today, I just felt when people rang me up at 12 o'clock - I didn't know anything before 12 - I needed 11 people whose mind was on getting points for QPR and to be fair to him his head is not going to be right today."
Redknapp remains coy on his transfer targets but admits Rangers are hoping to make additions to their squad before Monday's transfer deadline.
"We are looking around, we've got some irons in the fire," he added. "The chairman has been fantastic, he's worked hard and we have brought some good players in, the board have been really supportive.
"We have a couple more irons in the fire and if we can bring in a couple of players we're wanting I think we'll have a good season."
Diarra 'deal done'
Former Real Madrid midfielder Lassana Diarra, who left Lokomotiv Moscow after a disagreement with coach Leonid Kuchuk, was spotted at Loftus Road during the second half and Redknapp is excited to be reunited with the 29-year-old after claiming a deal has been reached.
"He's signed," Redknapp insisted. "I think everything is agreed. He was down with the chairman last night and I am just delighted to have him.
"I signed him at Portsmouth and he was a fantastic player, when I left they sold him to Real Madrid for £22 million.
"He's a top, top, top player."
Rangers full-back Armand Traore was dropped to the bench for the visit of Sunderland, but Redknapp remained non-committal over the Senegal international's future.
"We had an offer from Palace but whether it goes through or not, we'll wait and see," he said.
Charlie Austin's maiden Premier League goal was enough to fire QPR to their first win since returning to the Premier League, the former Burnley striker ending the club's 315-minute top-flight drought in first-half stoppage time.
"When you're sitting there with no points from two games you're looking to get a win and I thought we were excellent today and deserved the win," Redknapp reflected.
"It was a tough game last week, the problem we've had - and I've said it all along - is that we started way behind everyone else, we had no team when we reported back for training.
"We brought players in very late and they didn't have time to settle in and get up to match speed and even today I was worried, but I thought [Leroy] Fer, [Jordon] Mutch and [Mauricio] Isla came on an awful lot today."
Redknapp had started the campaign favouring the 3-5-2 formation, but abandoned wing-backs in favour of 4-3-3 for the visit of Gus Poyet's Black Cats and it proved a successful formula.
"We can play the three all the same, it's just systems," he said. "Whatever system you play it's about the players and today it worked well for us, everybody worked hard and put a shift in for us and when you have that you can win football matches whatever system you play."