The German international, who moved to the Emirates for £42.5m, has claimed that the Frenchman's faith in his ability pushed him to join on deadline day.
"The coach is a world-class manager, he's demonstrated that for years," Ozil told the club's official website. "A lot of players have developed under his guidance in the past and that's why I decided to join Arsenal. The most important thing is that the manager has given me his trust."
Ozil's departure from the Bernabeu left a sour taste in the mouths of some of his former teammates, including Cristiano Ronaldo, who described the exit as "very bad news".