The Argentine striker completed a move to Napoli from Real Madrid during the last transfer window, despite widespread media reports that he was on the verge of a switch to Emirates Stadium.
Asked whether he was aware of Arsenal's attempts to sign him, he told The Times: "Yes, but I did not speak to them. They said Arsenal wanted to sign me, that they were there negotiating, but it was Napoli who bought me.
"They persuaded me with their conviction and I am very grateful to Napoli, to their president, too, for everything he has done for me, and for everything he did to buy me quickly. Knowing how much I was wanted gave me a lot of confidence.
"The manager [Rafael Benitez] spoke very well to me too. It is one of the reasons that convinced me to come. He is a sincere person, an honest person. The things he said have to remain between us, he made it a very easy decision."
You can enjoy live coverage of Napoli against Arsenal on Sports Mole tonight from 6.45pm.