Just over a year into his Gunners career, the Frenchman started the club's heaviest league defeat since 1927 as they were demolished at Old Trafford in August 2011.
Recalling the occasion, Koscielny told France Football: “My worst game, probably the 8-2 in Manchester against United, with Arsenal, two days before the end of the summer transfer window.
"We played with players who were on the verge of leaving and Manchester United had a 100% success rate on each shot. We completely missed the game."
Koscielny also insisted he could have continued to play for the Gunners but decided to return to his homeland to "enjoy life".
He added: “I could have stayed at Arsenal, remain the captain of the team, play a leading role in the Premier League, but I've come to an age where I need to enjoy life.
“I didn't want to play for another club in England, it was impossible. I had known too much with Arsenal."