The 24-year-old completed a £72million move to the Gunners on Thursday, penning a five-year contract.
However, in an interview with Telefoot the Ivorian said: "Chelsea. It's a club that makes me dream. It's the only club in England that I would sign for."
Pepe is officially an Arsenal player so here's a video of him saying Chelsea is the only club in England that he'd sign for...#TotesAwkspic.twitter.com/8usowcnnOS — BenchWarmers (@BeWarmers) August 1, 2019