Welbeck, who was born to Ghanaian parents in England, made his debut with the Three Lions against Ghana last Tuesday in a 1-1 draw at Wembley Stadium.
"I asked for him various times, unfortunately he has chosen England. It is bad news for us but I wish him all the best,'' Stevanovic told Kickoff.com.
Welbeck, who plays for English side Sunderland, among several other Ghanaian players such as Asamoah Gyan, Sulley Muntari and John Mensah, was pressured by his teammates into playing for the African heavyweights, but he eventually preferred to play for England.
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