The midfielder joined the Gunners on a free transfer in August last year, which was, at the time, seen as a coup for the north London side.
In an interview with UOL Esporte, Willian admitted that he never wanted to leave the Blues, but they refused to offer him a three-year contract.
"It was difficult to make that decision," Willian said. "Because... the rivalry between the two clubs is very big. It was well thought out... talking to my wife and even the agent many times.
"I didn't leave the club with a fight, I left the doors open. Everyone knew the conditions, I really wanted to stay.
"We ended up not finding an agreement, I ended up asking for three years, Chelsea wanted to give two, and everyone knows this story. That's why I ended up leaving."
With all of the experience that Willian has in the top-flight, Arsenal fans will be hoping he can turn his form around.
He also said, "One of the things that made me decide to go to Arsenal was really the various conversations I had with Mikel Arteta, with Edu too. They convinced me that I'd be a very important player in the squad.
"They wanted to change the philosophy of the club, to make it possible for Arsenal to fight again in the Premier League, to play in the Champions League again."