That's despite the Gunners side that he captained losing out in extra time in the semis against Chelsea.
"There were so many good things about the competition and our campaign," Yennaris told arsenal.com. "Obviously I was proud and privileged to be the captain of the squad and I look back on a lot of very good team performances. I was pleased with many of the games I played too.
"Every player relished the opportunity, just like all top players want to be involved in the Champions League. The competition and the games felt special and as a squad it helped us a lot."