The Spaniard admits last season was a difficult 12 months at the Emirates.
"I feel wanted at Watford and that is a big factor for me," he told the London Evening Standard. "The players respect me a lot and I can feel that. I'm feeling settled and I'm happy here. The most important thing is being back in the game, being back on the pitch, being back with the team and being involved every Saturday.
"Of course, I didn't have a chance to do anything but train [at Arsenal last season]. I was nearly out of the club and I knew it from the start of the season. But I stayed at Arsenal like a gentleman and trained every day.
"Now, I feel good in myself and that's crucial because in football the mind is more important than the physical part of playing. A mentally healthy player is a much better player."