The 18-year-old forward has scored 10 goals this season after sealing a £6million move from Brazilian club Ituano last summer.
While at Ituano, Martinelli was given the chance to train with Manchester United as part of a partnership between the two clubs, but was deemed not good enough by the Red Devils.
But after four separate trials was not deemed good enough by United chiefs.
Martinelli told FourFourTwo: “There was a partnership between Ituano and Manchester United which allowed me to go there every year, for four years, to train with boys my age or older.
“That was nice, because I got a first taste of what English football was like. I met Marouane Fellaini, Patrice Evra and Paul Pogba, and made sure I got a photo with all of them.
“They [United] didn’t make an offer, so I returned to Ituano and kept doing my job there.”
Martinelli, who also spent time at La Masia, Barcelona’s esteemed academy, in November 2018, insists joining Arsenal was an easy decision.
He added: “Ituano were competing in the Sao Paulo state championship last year, and when I started to stand out, my agent said he wouldn’t tell me about any bids so I could totally focus on my game.
“But eventually he had to step up the negotiations, so he informed me there were two options. It was a no-brainer to pick Arsenal.
“I wanted to join one of the biggest clubs in Europe, and they were the ones who really showed interest in me.”