The 25-year-old struggled to become a first-team regular for the Gunners before joining Real Sociedad on a permanent deal in 2012, and he admits that he found it much easier to settle in Spain.
"The majority of Sociedad's players are from the youth system and this has turned the dressing room into something more familiar," Vela, who scored 16 La Liga goals last season, told beIN Sport.
"I never felt comfortable in London and I never enjoyed it, however, when I got to Sociedad, I found a place where I was very happy, where I'm enjoying myself every day.
"The English game is very straightforward. Here, the difference is that there are more touches of the ball and that benefits me."
Despite his comments, Vela recently suggested that he would be open to returning to Arsenal in the near future.