Nevertheless, the Russian forward has managed to become a fans' favourite in London and says things are improving now his family have moved to England.
Arshavin said: "For me it is still difficult to settle. But it will get better and better. When your family is next to you, it is good because you can see your children and wife every day but you have extra problems because you must help them.
"When they came my life became easier and it helped me improve. I like the football here and the Premier League.
"London is nice but for me it is very quiet. People are surprised when I say that - the tempo of life is slow. Everything is different here.
"When you see people in the street it is very fast, but when you live here I think it is very slow.
"I like working here and I don't have a problem because no one recognises me which is good. I can relax."