The central defender ended his two-year spell at Birmingham by moving to Wolves for an undisclosed fee in a deal believed to be worth £6-7 million.
Johnson is sad and concerned at City's current plight with many of last season's squad having already left the club.
But his desire to remain in the top flight - and also play for a manager of a similar character as himself in Mick McCarthy - led to him moving across the midlands to Molineux.
Johnson, who has signed a four year deal, said: "The Carling Cup win was great, great for football, a day I'll never forget.
"But then again, getting relegated was another day I'll never forget. It was heartbreaking.
"No-one could believe what went on. There are problems there. Everyone has seen that. Everyone can see what is going on via what has been written.
"I'm not going to get into the financial side of what is happening at Birmingham. All I can say is, I wish them all the best.
"I made some great friends there. It was a difficult decision but I want to be in the Premier League, that's the end of it.
"Nothing against Birmingham, I had some great times there, the fans were great for me. I gave everything for the club so I hope they can appreciate that. But for me this feels right."
Johnson added: "I'm sure a few people will be disappointed I've not stuck it out but I'm 28 and I want to be in the Premier League for as long as I can.
"It's been a long road to get here and I don't want it to end."
When asked his targets at Wolves, Johnson said: "I'll keep some in-house but just to make sure this team stays in the league and finishes around mid-table and then kicks on."
Wolves boss Mick McCarthy described Johnson as "a leader" on the pitch after the pair were involved in a verbal touch-line bust-up in the game at St Andrew's last season.
McCarthy said: "We had a bit of sparring at St Andrew's. He did have words with me when I was trying to give the ball back to him and he thought I was trying to keep hold of it.
"We did exchange a few pleasantries! Whatever I liked about him before, I liked him even more then so fair dos.
"That's what I want, commanding players, players who demand things out of themselves and each other and you want vocal players on the pitch."
Johnson said: "I think we will get on. I'm sure we will have a few bust-ups! The manager was a key factor in me coming here.
"He has a desire to win and that's what I'm about and I think we will get on.
"We had a little bust-up at St. Andrew's but he said he enjoyed it and I'm sure there will be a few more!"
McCarthy tried to sign Johnson from Cardiff two years ago, as well as Scott Dann, who eventually moved from Coventry to become his defensive partner at Blues.
He said: "We've been trying to get a centre-back all summer and Roger was my first choice.
"It's been a long chase. Two years ago we had Roger on the hit list, and Scott Dann as well.
"But we had signed Kevin Doyle, and we'd done other things, and couldn't afford to do it then.
"Roger went to Birmingham, has been a huge success as was Dann, who was in my office but also moved to Birmingham."
McCarthy has been linked with West Ham defender Matthew Upson, who is a free agent, but is not anticipating any moves in that direction.
He said: "Would I like to bring Upson in? I've got Johnson here now and we've got Richard Stearman, Christophe Berra and Jody Craddock as well, so it's probably unlikely."