Perez joined the Gunners this week from Deportivo La Coruna.
He said: "The Arsenal offer came just days before the end of the transfer window.
"But I knew about the interest of Arsenal for a long time. They showed interest in me during the January transfer window but then I couldn't leave.
"They also showed interest in me after the end of La Liga. But then, they have their way of working and the offer came only days before the end of the market."