The Mexican moved to the Basque club in a permanent deal last summer following a year spent on loan where he racked up 12 goals.
The 23-year-old already has 11 goals in this campaign, most recently in Sociedad's derby win over Athletic Bilbao.
But Vela has shrugged off talk of a clause in the deal that could see Arsenal bring him back to the Premier League.
"I never regretted joining Real Sociedad and the results have proved me right," Vela claimed.
"I think my decision to come here looks even better now. At no time have I felt otherwise, I came here because I trusted the team and thought they could make progress.
"I want to give more, not just this season but in the years to come. I think we can still go higher."
Vela made just three Premier League starts during his six-year spell with Arsenal, but he admits he is not sure what the future may hold following his success in Spain.
"Today I am here and just thinking about Real. Arsenal could buy me by paying Real a million Euros more than Real paid. I'm going to give everything for the team, what is going to happen next, I do not know."