The 33-year-old Brazil international spent just one season at the Emirates Stadium after joining from Chelsea on a free transfer in the summer of 2020.
Willian managed just a single goal in 37 appearances for Mikel Arteta’s side before terminating his contract this summer and returned to his native Brazil, signing for Corinthians.
He was a mainstay in the Chelsea side for seven seasons but failed to replicate that form in North London.
Willian told Rio Ferdinand's Vibe with Five: “I was not happy, that’s why I didn’t perform. I don’t want to go into the details, but I wasn’t happy.
“When I arrived I was happy, from the beginning I was motivated. I wanted to do well, new club, new mates, new projects.
“After three months I told my agent ‘please, I want to go’.
"I don’t want to speak bad about the club because it is a big club, has a big history in football, big players played there before it’s a big club.
"But it didn’t work, it was of course the most difficult time of my career.
“I received a lot of messages on social media from them [Arsenal fans] but also, because I came from Chelsea [it made things worse].
"I think if I came from another club, maybe it could've been better. But because I came from Chelsea and I didn't perform well.
"With everything that happened, I always think about that and I say 'I had to leave'."
Willian’s bright spell at Chelsea saw him win two Premier League titles, one League Cup, one FA Cup and the Europa League.