The 23-year-old will leave the Gunners once his contract expires at the end of the month.
And Bramall says he was never given a chance by current manager Unai Emery.
"When Arsene left it changed the whole thing for me," Bramall told Goal. "I'm gutted that he left.
"When Unai came in I was hoping to train across with the first-team but I didn't really get that opportunity.
"A lot of staff went, Neil Banfield, the boss obviously and other people round the club. A lot of people went and that made a big impact. But that's life and it happens."
Bramall added: "I didn't have a conversation with Unai at all. That's the thing. I didn't have a conversation with him once.
"It was probably difficult for him because I'm guessing he was told I didn't have the best of loans at Birmingham, so he just binned me off.
"And when I did get told to go over there and train, it was at the last minute. That's the thing that upset me a bit because I didn't get the chance to show Unai what I could do, like I did with Arsene.
"The last three months I worked really hard to see if anything would change, but nothing did. So I knew it was coming. I already accepted it when Arsene went."