The Gunners stumbled out of the Premier League blocks on the opening weekend, but then spent big to land Ozil on transfer deadline day and have not looked back.
Only two defeats have been suffered in all competitions since coming up short against Aston Villa, and one of those was avenged in midweek as they edged out Borussia Dortmund in the UEFA Champions League.
Ozil believes that showing in Germany proves that Arsenal are the real deal and he is delighted to have linked up with a squad at Emirates Stadium that is brimming with confidence.
Ozil told The Sun: "The message after Wednesday's win is that now Arsenal can beat any team in Europe.
"Maybe in the past they have struggled against some bigger clubs. But, as of this week, we have shown we can beat any team. And now we realise the big players all around the world have a huge respect for us.
"I knew before I signed that Arsenal were a high-quality club so I never considered it a gamble to join them.
"I also knew they had one of the best coaches in the world, who always puts his team first and allows his players to develop and to grow.
"And after talking with Arsene Wenger I was very quickly convinced that moving to London was right for me. The aim is to achieve success this season - and we want to do that by having fun as a team."
Ozil has settled quickly in England, with his game ideally suited to life at footballing club like Arsenal.
He added: "I've not changed my game for English football. I knew from the start I would fit in perfectly because the team is strong and wants to play high-quality football.
"You can see during games we all swap positions and that versatility is becoming increasingly important for us because it makes it so difficult for opponents to stop us.
"At Madrid, we expected to win every game and it is exactly the same with Arsenal. We are a young team hungry for success.
"In the Premier League the level between the teams is much more balanced than it is in Spain, for example.
"The strongest teams in the world are in England and you can sense that as a player. You know you will never have an easy game - every team will make you work and fight.
"Since I've been here, every week has been an 'English week'. That means having a big battle every three or four days.
"It doesn't happen in any other country in the world. That's what everyone admires about English football."