The Brazilian defender moved across London in the final week of the transfer window, bringing his second spell at Chelsea to an end.
And Luiz has revealed that he departed the club because he did not fit with Lampard's philosophy.
"It is a new challenge in my career, where I took the decision to fight for new things, and I enjoyed it in the best way possible," he told Mundo ESPN.
”In talks with Frank [Lampard], [he said] he had a different plan for the year. So we spoke in total honesty, and he made it clear that he had different ideas from mine. So I had this opportunity, to receive an offer from Arsenal, which is a great club.
”I still respect Chelsea. It’s never easy for people to understand everything that goes through. But my decision was also to respect Chelsea and their new manager, who wanted to implement a different philosophy at the club.
”And so I decided to get on this new journey, a new home, where I’ll do everything to shine as well.”
Luiz made his Arsenal debut on Saturday afternoon, impressing in a 2-1 home victory over Burnley.
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