The Spaniard, 34, returned to his homeland in 2018 after a six-year stint with the Gunners, during which he won three FA Cups.
He told Guardian: "I know what kind of player I am: I've never been a star who scores goals or makes the difference.
"But every time I pulled on the Arsenal shirt, I gave my all. I felt proud just warming up. You could feel the fans' affection, gratitude. I'm very fond of them too."
"They were fifth or sixth and saw they might not qualify for the Champions League for the first time in  years so the idea of signing me formed. In a day, it was done.
"It was a leap: I'm from a tiny town, had never left [Spain], and went alone to a new country with a language I didn't understand, where I hardly knew anyone. On my debut at Stoke there was a clash of heads, blood: a nice welcome to the Premier League. Sometimes, though, the train passes just once; climb on board or it goes by. Seven years later, I'm so happy I did."