The Sweden striker's move from Sporting CP was confirmed on Saturday afternoon.
Gyokeres had offers from across Europe and the Middle East, but says Arsenal was the move that "felt right".
He said: "I just felt that it was the right club for me.
"What I heard from Mikel (Arteta) and Andrea (Berta) when I was speaking with them, and just what I've seen in the past years, how they've been playing football.
"When I was playing against Arsenal last season, I could really feel it was a very strong team and very difficult to play against.
"That made me choose Arsenal, and of course all the history the club has and the massive fanbase.
"It's been amazing to see all the support that they have already given me before I even arrived. That's what it's all about. It's going to be very nice to see them in the stadiums as well."