On a season-long loan in London, Ceballos admits injury has stalled his progress in England, but insists he has no regrets leaving Madrid.
He explained to Marca: "Madrid is my club and I belong to them. I decided to go out with a clear intention, to play and feel a protagonist in a team.
"I think that in this year in Madrid I was probably not going to have all the minutes I would like and I want to play football and enjoy it.
"The campaign started quite well but as a result of the injury it has gone down, but now the situation has to be reversed."
Asked about returning to Madrid, Ceballos added: "Right now I don't think about it, I'm focused on Arsenal.
"Doing things right will be an opportunity to return to Madrid."