The Swiss international was a runner up in the Premier League with the Gunners last term.
As Arsenal's title charge falters this term, Xhaka has already lifted the Bundesliga trophy under the guidance of manager Xabi Alonso.
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It's difficult to find the right words (to sum up his emotions)," Xhaka said after his team beat Werder Bremen.
To come back after my first season in the league is unbelievable.
We had a great season, a great game, not first half but second half we did well, and now we enjoy.
When you kick a ball at a young age, you dream of moments like this. It was hard work day by day, with everyone who was included in this club.
In my 14 years football career, it's special for me, but even more special for this club. Now we want more, and to take the others one as well."