The Armenian international struggled to hold down a regular spot in Jose Mourinho's team during his year-and-a-half stint at Old Trafford.
In January, the 29-year-old made the decision to join the Gunners as part of a swap deal that resulted in Alexis Sanchez becoming a United player.
"Of course sometimes you need some refreshing," Mkhitaryan told ESPN Brasil. "And I think this was the best moment for me, because there were a few things that didn't work out in Manchester.
"I was 29 years old, I wanted to play more, because I know that in a few years' time I'll be able to end my football career, and it's very important for me to make my name bigger.
"That's why, maybe, it was the best moment, and the best time to change something and to get a new challenge, a new club, and start everything from zero."
Mkhitaryan has created three assists in three Premier League outings for the Gunners.