Speaking in a separate interview with the London Evening Standard, he said: "The idea is to go there, play well and be able to come back strong. Do I have a future at the club? For sure.
"This is a loan deal and after this season we will see where everything stands.
"I always wanted to stay at Arsenal until the end of my contract. This is a club where I feel comfortable and honoured to play.
"However, when the club acquired another left-back it was clear to me that I will not play. I need to play, get my confidence back and Gremio is a good platform for this.
"I talked (with Wenger) and we decided together this would be a good chance for me to get on top of my game.
"He gave me a hug and told me Arsenal would always welcome me back with open arms.
"He did (want me to stay), but he wanted to see me happy and if I am not performing all the time, then I am not happy."