The Bianconeri spent close to €75m to snare Vlahovic away from fellow Serie A club Fiorentina in the winter transfer window.
Arsenal were interested in signing him as well but there were suggestions that the Serbian was not interested in a move to the Emirates.
Vlahovic was believed to be the top target for the Gunners and club were in talks with his agent.
However, the forward stressed that he never spoke to anyone from Arsenal about a transfer to the Premier League side.
He insisted that he was always clear about wanting to join Juventus and is delighted to wear their shirt every day.
“Maybe my agent knows [about Arsenal’s offer] but I never talked to anyone about it”, Vlahovic told told the Daily Telegraph.
“I just had one club in my mind because Juventus is Juventus.
“There is nothing else to say.
“And now I feel honoured to be given this jersey.
“It’s incredible every time I put it on.”
Arsenal are still looking to bring in a striker in the ongoing transfer window as part of their plans.
Manchester City star Gabriel Jesus is believed to be the forward they want to bring in this summer.
