Unai Emery has made five signings so far this summer including a deal for Germany stopper Bernd Leno but he wants competition for places in all areas.
The former Arsenal manager said: "I regret having sacrificed everything I did because I realise I've hurt a lot of people around me".
Arsene Wenger has sent out a warning to Thierry Henry and Patrick Vieira about management - while suggesting his 22-year reign at Arsenal was a "mistake".
Arsenal have signed Juventus defender Stephan Lichtsteiner, Leno, Dortmund defender Sokratis Papastathopoulos, Sampdoria midfielder Lucas Torreira and French teenager Matteo Guendouzi this summer.
"I'm someone who likes new things, likes change", he explained.
The Colombian has been at the Emirates for four years and is yet to return to the club after playing for his country in the World Cup.
"He won in Spain".
Wenger had been working as a pundit for beIN Sports during the World Cup in Russian Federation, while new head coach Unai Emery has taken charge at Arsenal.
When the 22-year reign of the legendary Arsenal coach Wenger came to an end this year, the reaction from the fans was one that was a bit too heavy on relief, all things considered. "I have been a prisoner of my own challenge at times".
"He had a lot of pressure on his shoulders, so sometimes you need to say thank you very much for everything, but I need a rest".
When quizzed about his next move, Wenger explained that he remains uncertain.
His side's incredible undefeated season will remain one of the greatest achievements in Premier League history, while the Gunners managed to break Manchester United's dominance in the late 90s and early 2000s.