Al-Mukhaini, 24, currently plays in his home country for Fanja SC and has outlined his desire to take advantage of his opportunity with the Gunners after he was recommended to Arsenal manager Arsene Wenger by his national team boss, Paul Le Guen.
Arsenal's need for a full-back has been well documented, with Wenger reportedly interested in strengthening the position during the January transfer window.
"Most of my friends and teammates in the club and national team came to know about it only when it was reported in the media," he said on Sport360.
"Some of them dismissed it as a rumour. I do not want to lie, but I know I have got a huge opportunity here and I have to trust myself.
"Coach Le Guen has faith in me and he got me this chance, so I have to give my best. It is difficult but not impossible."
Al-Mukhaini made his debut for Oman in 2009 and has since won 23 caps for his country.