The January transfer closed with a frantic 24 hours for Redknapp, who brought in former Blackburn defender Samba - alongside Tottenham duo Jermaine Jenas and Andros Townsend - but was unable to seal a deal for Odemwingie.
The West Brom striker was pictured outside Loftus Road on Thursday evening, despite his club revealing they had not given him permission to speak to QPR.
"We made some fantastic signings yesterday," said Redknapp. "I was just disappointed the way the Peter Odemwingie situation went.
"I was disappointed for the boy. The whole thing was a bit of a mess and I felt genuinely sorry for him, it was just a mistake.
"He's got to go back to West Brom and get on with his life now. I don't think it was malicious, I think he felt the deal was going to happen.
"I think he thought it was done but it wasn't done. A mistake has been made and hopefully he can move on from that."
Redknapp was pleased to sign Samba, who he feels will prove a good replacement for Ryan Nelsen, who left Rangers to become manager of Toronto in Major League Soccer.
"We lost Ryan Nelsen this week so we had to get a replacement," he said. "The chairman did a fantastic job to get Chris Samba.
"It was a complete surprise to me. He's a player I've admired for a long time.
"Samba is a great centre-half, he's got everything. He's a leader. To bring Chris Samba here is fantastic for us. I'm delighted with the players I've managed to bring in."
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