Crystal Palace winger Wilfried Zaha opens up on failed Arsenal transfer
However, Palace stood firm even after Zaha submitted a transfer request on the eve of the window closing, with neither of their Premier League rivals having met their £80m asking price.
Zaha began Palace’s opening game of the season against Everton on the bench, but he has started all seven of his boyhood club’s subsequent Premier League outings.
And the 26-year-old says he is now fully focused on helping Roy Hodgson’s side finish as high up the Premier League table as possible.
“I had to put my head down and play my football," Zaha told BBC Sport. "I would have been hindering my own progress by moaning and not wanting to perform properly.
"I have too much respect for my manager, the fans and my team-mates to treat them that way. It was a thing where 'OK, this hasn't happened but I've got to get on with it'.
"I've got to prove every time that I'm the top player I claim to be so I had to get over that quickly. Obviously my head was a bit all over the place at the beginning of the season but I had to nail down and just get on with it because the team deserved that.
"I'm seeing how it goes. I'm a Crystal Palace player and I'm just trying to perform to the best of my ability for my club. I'm not thinking about anything else and just taking each day as it comes."
A 2-1 victory over West Ham leaves Palace in sixth place in the Premier League heading into the October international break.