Coquelin spoke to arsenal.com after sealing his £12m move to Los Che.
He said, "I owe him so much, he is the one who played me at this level. To play someone who comes from such a small club and give his trust as he did, I will always respect him as someone really important in my career.
"I am where I am today because of what he has done, and my work as well, but if your manager doesn't play you, you cannot express yourself and he is the one who gave me that chance. I am really grateful for that and I wish him all the very best."
Coquelin added: "I will obviously still follow the club and I am at a big club now, Valencia is a big club and the expectation is here as well, but after nine years you cannot forget about your club and Arsenal is always going to be in my heart, I will always follow them."