Speaking to the Telegraph, Dusan Vlahovic said: "Maybe my agent knows [about Arsenal's offer] but I never talked to anyone about it.
"I just had one club in my mind because Juventus is Juventus. There is nothing else to say. And now I feel honoured to be given this jersey.
"It's incredible every time I put it on. I definitely identify with their DNA. The Juventus personality coincides with my personality.
"When you come here you never give up, you fight all the time, you make the sacrifices. This was definitely what I was looking for."
It was reported in the British media back in January that Arsenal were leading the race to sign Vlahovic from Fiorentina with Tottenham interested as well.
However, the 22-year-old joined Juventus for €75 million, scoring nine goals in 21 games across all competitions for Massimiliano Allegri's side.