Mkhitaryan moved to the Stadio Olympico on a season-long loan deal last week after falling below expectations in an 18-month spell in North London.
Mkhitaryan joined Arsenal from Manchester United in January 2018 in a swap deal involving Alexis Sanchez, but just after a season-and-a-half both players have ended up in Italy after the latter also joined Inter Milan.
Mkhitaryan played in all three Premier League games for Arsenal this season, but just like last term most of those appearances have been from the bench.
The Armenia captain reckons it was time to move on from England to rediscover his passion for the game.
"It was definitely my wish," Mkhitaryan said at Tuesday's presentation to the media.
"I wasn't playing often and I decided to make a change. I knew at Roma I would have had more chances. It will not have been easy for Arsenal, but now I'm here and I have the opportunity to perform.
"England now belongs to the past and I want to concentrate on Italy.
"Choosing Roma, I don't feel I've taken a step backwards because it's a great club. It was time for a change of scenery. It's important for a player to enjoy playing football, no matter where.
"In the last few months at Arsenal I no longer felt the same pleasure."
Mkhitaryan has shone for Armenia during the international break, scoring twice in his country’s 4-2 win over Bosnia after losing gallantly to Italy in their previous game.