I cancelled my class with A the time before last, but he didn't say anything to me about cancelling it the last time I had a lesson with him.
この場合、次のような言い方ができますよ。
ーI cancelled my class with A the time before last, but he didn't say anything to me about cancelling it the last time I had a lesson with him.
「前々回のA先生との授業をキャンセルしたけど、前回のレッスンのときキャンセルしたことを何も言われなかった」
to cancel one's class with A で「A先生との授業をキャンセルする」と言えます。
ご参考まで！
カナダ 
