Afridi announced his retirement from international cricket this week after the Pakistan Cricket Board (PCB) removed him as captain for the one-day series against Ireland.
The PCB were unhappy about Afridi's comments concerning perceived interference in his role during the tour of West Indies, where a dispute with Waqar came to a head.
"I am sad that he decided to retire," Waqar told reporters at Lahore airport after returning with the national team from Ireland. "I don't know why he took such a decision. But I have no personal grudge with him.
"I have only seen all this stuff in the media. I will be meeting with the board chairman to discuss the tour reports.
"But whatever has happened is not good for Pakistan cricket, which is progressing well despite us getting no international cricket at home."
Pakistan won the ODI series against West Indies with Afridi at the helm and drew the test series under senior batsman Misbah-ul-Haq. They also beat Ireland in two ODIs with Misbah as captain.
Afridi faces disciplinary action for violating the PCB's code of conduct and they have terminated his contract.
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