The French midfielder joined Arsenal in 2008 and came through the system to become a regular for the Gunners, making over 20 appearances in the league in three consecutive seasons.
The 26-year-old midfielder says he considered leaving north London last summer but wanted to stay with the Gunners.
The newly presented Valencia midfielder admitted that he is very excited about the new challenge ahead and revealed that he should have probably left Arsenal sooner rather than wasting the first six months of the season in the hope of fighting for a place in the starting XI under Wenger. "It wasn't to be and now this opportunity has come up", Coquelin said, as quoted by the Daily Mail.
"It was incredible. My loan at Charlton gave me a lot of confidence to come back with a lot of energy and I think you saw that in the first game I came back and played in. I am really grateful for that and I wish him all the very best". "It's a big challenge, and a new start in my life for me, which I'm very excited about".
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The former France Under-21 worldwide, who has yet to make a senior appearance for his country, says he spoke to several of his Arsenal colleagues - including Spain global Santi Cazorla - before committing to a move to LaLiga.
And he insists he's ready to play in Valencia's league trip to Deportivo this weekend. I had little playing time at Arsenal, and I needed to be part of something else, start another chapter. I trust what he tells me'.
"I have chosen a club with a great past, and with a family atmosphere".