Dual Brownlow medallist Neale visited Collingwood's base last Friday, a day before Brisbane crashed to a 76-point loss to Carlton.
Neale, widely expected to leave the Lions and join the Magpies at the end of this season, didn't tell Fagan of his plans.
"He hadn't spoken to me about it, so I wasn't aware," Fagan told reporters on Thursday.
"And he doesn't have too either; he doesn't have to do that.
"It would be nice if he would, so you don't get caught by surprise, but that's the way it is."
The 33-year-old Neale, an unrestricted free agent, is believed to be on the verge of accepting a three-year contract offer from Collingwood.
Fagan said he wasn't overly worried by Neale's visit to the Magpie nest.
"As an industry, we probably need to get used to the idea that that sort of stuff is going to happen more and more, that seems to be the trend, doesn't it," he said.
"There's more and more player movement, there's more and more free agents and those free agents can exercise their rights to check out potentially their new workplace.
"To be honest, I probably would have preferred that ... it didn't become public knowledge.
"Or that it could have been done post our game last week so that all the speculation of whether that was the right or wrong thing to do wouldn't happen, but it has and I've not lost any sleep over it, to be honest."
Collingwood assistant coach Hayden Skipworth said the Neale visit was the domain of his club's list manager Justin Leppitsch.
Asked on Thursday how Neale would look in Magpies colours, Skipworth replied: "There's plenty of players that would look good in Collingwood (colours).
"I won't comment on other people from other clubs. But we're always looking to get better as a club through our draft and free agent picks."
Fagan said his prime concern this week was plotting a rebound from their heavy defeat to the Blues.
The Lions slipped to fifth spot after the loss, ahead of hosting third-placed Hawthorn in a Friday night blockbuster.
"I have a lot of faith in this group," Fagan said.
"If you look at their record over the last eight years, you would have a lot of faith in them too.
"The odd time over those years we have had a poor loss, we have always been able to respond.
"I'm backing the group in to do that this week."
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