Despite declaring himself pleased with the arrivals of players such as Falcao and Angel di Maria, the former England and United midfielder revealed that he would have preferred to see Welbeck stay at Old Trafford.
"I was watching the last week of the transfer window and I thought 'Yes, I like the look of that and I really like that' and then, at the last minute, Danny went to Arsenal and I thought that is the one move I would not have done," Robson told reporters. "But United have added some really quality players to the squad, which is good.
"But I would like to have still seen Danny as a United player. You know what Danny is like in a football pitch. He'll give everything and I think it's a great signing by Arsenal."
Welbeck scored twice for England in a 2-0 victory over Switzerland on Monday night.