The Gunners are just one of several sides La Real could face in the play-off fixture, drawn next week, with the victor progressing through to the lucrative group stages of the 2013/14 competition.
However Vela, who still has a clause in his contract that could see him bought back by Arsenal, hopes for a more favourable draw.
"This is my home now, I don't want to face Arsenal," Vela said.
"Any other tie would be nice. I don't want it to become too complicated."