The midfielder left the Gunners after a six-year spell in 2017, joining Jurgen Klopp's side in an unexpected deal worth £35m.
He said, “When you've been at a club like that for seven years… it's a club where you love being and it's more than just a football club, it's a family culture.
“When I had to make the decision to leave, it was the hardest decision I've ever had to make and to be honest there was a part of me that didn't know if it was the right thing.
“I feel a lot of my best performances for Arsenal came in midfield but I never played consistently in that position.
“The first game of that season I switched with Hector [Bellerin]. First game I played on the left [wing-back], he played on the right and second game we switched.
“I thought, 'I've got to take the risk, I've got to take the chance. I don't want to look back at the end and think I didn't try.'"
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