The England striker joined the Gunners in a surprise move on deadline day. Arsenal boss Arsene Wenger wanted another striker following an injury to Olivier Giroud, who is out until the new year.
And he turned to Welbeck, whose future at Old Trafford looked uncertain following the arrival of Radamel Falcao and Angel di Maria from Monaco and Real Madrid respectively.
Welbeck felt the time was right to leave the club where he grew up, and he revealed that he has imagined what it might be like to play for Arsenal, with their impressive array of midfield talent.
“It's exciting times for me,” he told the club’s official website. “It's great to be a part of this club and it's a team that I've always watched in the Premier League. I've envisaged myself playing in this team before. For it to finally happen is very exciting.
“I believe the style of play the manager's got and the boys play, and with the magnificent players in midfield slotting balls through, I can run on to the end of those balls and slot them away.”
Welbeck admits Monday was a rollercoaster ride, with the move appearing to stall on a number of occasions.
“It went right down to the wire in the end,” he said. “It's difficult to say how I felt at the (different) times of each day because the deal was on and then it was off but at the end of the day I'm an Arsenal player and I couldn't be any happier at the moment.
“They've done well in recent years and last year we got the FA Cup and I feel like it's time where we could really push on and try and challenge for the Premier League title. I've got one medal and it's something that I really want to add to.”
Welbeck, who had loan spells at Preston and Sunderland during his time at United, believes his natural strengths will benefit the team.
“I'd like to bring pace and power to the game. At Arsenal, we're not short of combination football and I like to join in on that and get in behind defenders and try to get shots off at goal. I want to score some goals and help the team to achieve the right results.
“I've been at United ever since I was a little boy and I had a great time there. I just think this is the next stage of my development - to come to Arsenal, to really show people what I can do as a footballer and hopefully get to the place where I want to be.
“Things move on in life and I think you've really got to make the right decision in the situation that you're in at that moment in time. I really do believe that coming to Arsenal is the right decision.”