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Arsenal signed Mkhitaryan from Manchester United as part of a deal that saw Alexis Sanchez make the move to Old Trafford.
The Armenia international has already shown glimpses of his talent, starring against Everton on his home debut earlier in the month.
However, Mkhitaryan also showed why United let him go in the 1-0 defeat to Tottenham at the weekend, with fans accusing the 29-year-old of lacking the appetite for the fight.
Express Sport understands Mkhitaryan decided to leave for Arsenal having grown tired of life under Mourinho.
But the Arsenal star has claimed his age, coupled with a desire to play more and fear of an early retirement, prompted him to leave.
“Of course sometimes you need some refreshing,” he told ESPN Brasil.
“And I think this was the best moment for me, because there were a few things that didn’t work out in Manchester.
“Because I was 29 years old, I wanted to play more, because I know that in a few years time I’ll be able to end my football career, and it’s very important for me to make my name bigger.
“That’s why, maybe, it was the best moment, and the best time to change something and to get a new challenge, a new club, and start everything from zero.
“I’ve learned a lot from my previous two managers, Klopp and Mourinho, and I want to learn more from Arsene Wenger as well.
“And it’s too early to compare them to each other, I still need time to work with Arsene Wenger. Of course from the time being here I’ve learned a lot already, and I want to learn more.”
Mkhitaryan is expected to feature for Arsenal when they face Ostersund in the Europa League on Thursday.
The player will wear the No 77 shirt for the clash because he is unable to wear the No 7 jersey because it was worn by Sanchez earlier in the season.