Danilo has emerged as a January target for Gunners chief Edu.
He was called up to the squad earlier this year by coach Tite. And he revealed he became close with three team-mates, two of which play for Arsenal.
"The call-up didn't hurt at all," Danilo told UOL Sport. "Being there with the best in the world, players I'm a fan of, only helped me.
"It was very good. I made friends and learned a lot. I got closer to Martinelli, Gabriel Jesus and Dani Alves."
Gabriel Jesus was at Manchester City at the time but has since joined Arsenal and made a huge impact on Mikel Arteta's squad. He and Martinelli have been influential in the Gunners' rise to the top of the Premier League table.