Eriksen had six months left on his contract in North London and showed no signs of extending his six-and-a-half year stay at the club, leaving Tottenham with no option than to cash in on him for €20m rather than lose him for free in the summer.
The 27-year-old Dane was one of Tottenham’s best players as he scored 59 goals in 304 games after joining from Ajax Amsterdam in the summer of 2013.
Alli starred alongside Eriksen for four-and-a-half years, helping Tottenham to their first ever Champions League final last season.
The England international is well accustomed to Eriksen’s talents, and is disappointed Tottenham have lost their creator-in-chief to Antonio Conte’s side.
"He's a worldie," Alli told Sky Sports. "I sent him a sad face on message, but I'm sure I'll speak to him.
"He's an unbelievable player. Yeah, he'll be missed here, but this is a different step in his career.
"Since the start of the season there's been a lot of speculation and now it's gone through I wish him all the best, because he's a great friend and a great person."
Tottenham are currently eighth but can climb to 5th spot with victory over champions Manchester City in the Premier League on Sunday.
Alli has played 17 times in the league this season, scoring seven goals and providing three assists.