Zenit insist they are perplexed as to why Andrey Arshavin's move back to his homeland collapsed on Russian transfer deadline day.
Club general director Maxim Mitrofanov said that, although the free transfer was agreed between the clubs, Arshavin himself held the key to the deal falling through.
And Mitrofanov insisted he did not know why Arshavin had pulled the plug.
"We'd been talking about (a free transfer) with Arsenal for a long time. It was one of two absolute conditions for us," Mitrofanov told RAI Novosti.
"Only Arshavin himself knows the second condition."