The Russia international has returned to Zenit St Petersburg for a third time after seeing his contract at Emirates Stadium come to an end.
He remains Arsenal's record signing, after joining in a £15million deal in February 2009, but struggled to justify that billing throughout his time in England.
Things started positively enough for Arshavin in north London, but he struggled for consistency and found himself out of favour for long periods.
He is pleased to have been offered a clean slate back in his homeland and is looking to put a forgettable four-and-a-half-year stint with the Gunners behind him.
Arshavin told Sport Express: "The fact is I didn't want to stay in England, this was clear since January.
"I don't regret anything, but I had to leave.
"It was a punishment sat on the bench. To train even though you know you won't play - it is psychologically difficult.
"I nearly suffered depression, but I didn't because I'm mentally strong. The monotony of life there was crushing me."