"But it's out of my control," he said.
He caught himself.
"Actually," he said, "I have complete control."
That he does.
Because he has spent at least 10 years in the Major Leagues, including at least the last five with one club, he has the right to veto any trade.
(Baseball's players and owners agreed to the 10-5 rule four decades ago. It was first used in 1973 when Ron Santo vetoed a trade that would have sent him from the Cubs to Angels, because it would have been a burden on his family. He did, however, accept a trade to the White Sox.)
Dempster has not vetoed a proposed trade that would send him to the Braves for 22-year-old right-hander Randall Delgado. But he has not yet approved it, either.
Dempster apparently would prefer to pitch for the Dodgers. Unfortunately, the Cubs didn't like the offer they received from them.
So they turned to the Braves and landed one of baseball's best pitching prospects.
Or thought they had.
This is where the story gets blurry.
Dempster clearly was not happy that word of the trade got out before he had given his approval.
But the Braves believed a deal was in place.
When the Cubs first informed Dempster that they would like to trade him, he appears to have made it clear the Dodgers were his first choice.
Or maybe he didn't.
Cubs president of baseball operations Theo Epstein left the conversation believing Dempster wouldn't object to a trade to the Braves.
It's unclear whether he objected to pitching for the Braves or that word of the trade got out before he'd given his approval.
Now he intends to exercise his 10-5 rights, saying he might not make a decision until minutes before the July 31 non-waiver Trade Deadline.
"I want to look everything over before I make a decision," he said.
So the Cubs seem likely to go back to the Dodgers and see if they can get a better deal. However, the Dodgers, knowing Dempster wants to be in Los Angeles, may hold firm.
Meanwhile, the Braves were considering their other options. If there's a silver lining, it's that teams began to phone general manager Frank Wren when they learned that Delgado might be available.
Wren said all the right things Tuesday about the deal for Dempster possibly still getting done, but he may end up with other attractive options.
When asked if he was upset that word of the deal was leaked, Wren was philosophical.
"That's the way it is in today's world," he said.
What if the Cubs offered the Braves right-hander Matt Garza instead of Dempster? Would the Marlins do a Josh Johnson-for-Delgado trade?
The A's might be willing to discuss right-hander Brandon McCarthy. General manager Billy Beane is shopping for offense, but Delgado's talent would be tempting.
The thing that makes the trade so appealing for the Braves is that they would have inserted Dempster immediately into their rotation, and in a tight race, one extra start could be important.
Dempster, 35, leads the Major Leagues with a 2.11 ERA and would bring experience and poise to the Atlanta clubhouse. He's also a free agent at the end of the season, so there would be no long-term financial commitment.
Dempster told reporters he hasn't sought a contract extension, but he emphasized any player is interested in security.
"The Chicago Cubs will do what's best for the Cubs, and I'm going to do what's best for me," he said.
Richard Justice is a columnist for MLB.com. Read his blog, Justice4U. This story was not subject to the approval of Major League Baseball or its clubs.