The French defender left Arsenal under somewhat of a cloud as he forced his way out by refusing to go on the club's pre-season tour to America.
But the 34-year-old has now revealed he wanted to leave for the sake of his family.
Koscielny told L'Equipe: "A Premier League season is very long. It requires a lot physically and mentally. I didn't feel I could play 40-50 matches and I didn't want to end my career with injuries.
"I've gone down a level, but to take more pleasure.
"Either I finished there or changed clubs. With my family, we felt it was time.
"Everything was in my thinking: football, my physical state, my wife, my children, the daily life we could have.
"I can only say that I left with my head held high. All of those I worked with for nine years... everyone respected my decision to return home with my family."