The 18-year-old winger joined the Gunners from Southampton at the beginning of August for a fee of £12 million, which could rise to £15 million with add-ons.
Oxlade-Chamberlain believes that he can mirror the form he showed at Southampton in the Premier League with Arsenal as a major part of Arsene Wenger’s starting line-up.
He told Sky Sports: "He's [Arsene Wenger] just told me I need to put pressure on him, impress him in training and that's all I can do.
"He's just bought some new players now and I understand it's going to be hard for me, but I'm a young lad coming into the club and I understand I've got a lot of hard work to do to try and impress him."
"I've settled in well. At first I was a little apprehensive going in maybe, but all the boys have welcomed me nicely and I'm getting into the swing of things.
"I understand there is a lot of hard work to establish myself and get in amongst it, but it's going well for me."
The England Under-21 international has also lavished praise upon Wenger’s other signings, which were made towards the end of the transfer window – Per Mertesacker being the standout addition.
"I don't think Arsenal would buy anybody who isn't a good player," he added.
“I've seen the likes of Per Mertesacker play and they look like quality signings. I think they will do a good job for us and help us to do well this year."
