The Swiss midfielder, who joined the Gunners on a long-term deal in May from Borussia Monchengladbach, made his debut for the club in a 2-1 friendly win over the MLS All-Stars on Thursday.
"It's a really nice feeling to play for such a great and big club for the first time," Xhaka told Arsenal's website.
"I really enjoyed it and I think it showed on the pitch that I've been welcomed really well, that I have the trust of my team-mates. I'm really pleased to have finally played my first game.
"This club fits to me and I fit to it. Arsenal play attractive football and I enjoy that.
"This team has a lot of quality and we'll give our all to show that on the pitch. We will give our all to win something. I've already noticed how high the expectation levels are at this club. You realise that quickly.
"But we'll go from game to game and will make sure that we're well prepared for every game."