Podolski had a difficult at Bayern earlier in his career.
"I had a great time at Bayern for three years. I have lots of memories of playing for the club and I am proud," he told The Sun.
"I wish I had achieved more there. I won the Cup and the League. Playing for Bayern was still a help, in my life generally. But it went so quickly.
"Bayern is in the past. Now I am at Arsenal and looking forward to achieving things here. I feel it is not productive when you talk about what did or didn't work.
"If I am being honest, it would be more difficult if Arsenal were playing Cologne. They are my team. My club. Emotionally, it would have been far more intense.
"I was there from the age of 10, joined Bayern, and went back there before playing for Arsenal."