The Republic of Ireland international was still at the club when Mel took charge in January, but he moved to Hull City shortly afterwards and the Spaniard suggests the deal was done before he arrived.
The Baggies are up against Hull and Long at the KC Stadium on Saturday and Mel accepts his struggling side have missed the 27-year-old and fellow striker Romelu Lukaku, who joined on loan from Chelsea last season.
Mel said of the frontman: "Before I arrived here, Long was out. It was not my problem."
Then, asked if he would have liked to have kept Long at West Brom, Mel said: "Of course - Romelu Lukaku too.
"But it was not possible.
"My job began on January 14, and Shane Long was at Hull."
Long has scored three goals since he was allowed to leave West Brom, but Mel does not think he has a point to prove to his old employers.
"I think not, because for professional footballers, it is normal to change job," Mel said.
"And besides, the most important thing in football is the fans and what they feel for the club.
"Shane Long is a good player, a good striker, but we have other players."