"I've seen him many times this season and he is going from strength to strength, even though he's only 21 years old," Arnesen told Perform.
"It's difficult to stop him. It will, of course, take time because it's totally different than in Eredivisie. The level is so much higher here, playing much more games, so he needs to be protected.
"Don't expect too much in the beginning but he's definitely the big talent and he'll be good in the Premier League.
"I don't know where he wants to go. I've seen a lot of players coming into the Premier League from Holland who didn't achieve because the level is so high in the Premier League but Depay can do very well."