But if you don't trust the Portuguese forward's opinion, you need look no further than this BBC article by Sam Sheringham, which reports the opinions of Ozil's national coach, Joachim Low, and the Real Madrid fans for further examples of appreciation of the German playmaker's brilliance.
Low described the sale as "incomprehensible," and he is pretty much spot on.
Real Madrid may have signed the talented playmaker Isco to replace him, but Ozil is arguably currently the best No. 10 in the world.
For many reasons, Arsene Wenger has secured the signing of the century in getting him to Arsenal.
He is a statement of intent
There was a time when Wenger would move players on when the time was right. In recent years this has not been the case. For too long now, Arsenal have been a selling club.
Arsenal may not have necessarily needed a player in Ozil's position, but you should never turn your back on the opportunity to sign such an exceptional player. Wenger would have been crazy to do so.
He may also have needed players in other positions, but Wenger convincing Ozil to sign has relaunched the Gunners back into the realm of the big hitters.
Convincing the first one to sign is always the hardest, and Wenger was right to focus all his energies into landing that one major coup.
And with no sarcasm intended whatsoever, at £42.4 million, Mesut Ozil is an absolute steal.
He is versatile
Not so much in the sense that he can play a variety of positions, more in the sense that he can play the same position in a number of different ways.
He caught the eye of the watching world during the 2010 World Cup, helping Germany destroy opposition teams on the counterattack.
He then continued to do this for Real Madrid for three seasons, being an integral part of Jose Mourinho's preferred system of sharp, incisive, counterattacking football.
But he can also play the No. 10 role perfectly in tight spaces against a team who are sitting tight defensively and trying not to be broken down. Perfectly highlighted here by this outrageous piece of skill against Manchester United last season.
He is so good in tight spaces, with his technique and close control probably second only to Lionel Messi in world football.
He is unselfish
There has been a lot of fanfare about the amount of assists he has got in the past three years at Real Madrid, and rightly so. The job of the No. 10 is to create space and opportunities for his team-mates, he should be the most unselfish player on the pitch. But for some players, this is not the case.
ESPN Writer Michael Cox hit the nail on the head perfectly when addressing the subject, saying:
There exists a strange paradox in the skill set of many No. 10s. They're placed in the centre of the pitch and instructed to act as their side's chief playmaker, yet the positional freedom that often comes with the role convinces the player he's beyond tactical instructions, and their ego becomes inflated. They cease to play with the selflessness that is fundamentally important for a playmaker, occasionally believing the rest of the side is a mere backing band.
If that, then, is exactly not what you want from a No. 10, Mesut Ozil is exactly what you do want.
He is unselfish to the max and seems like the kind of player who values an assist far greater than a goal. Van Persie once said something along the same lines on the club website, but with Ozil—a player who actually gets far more assists—you get the feeling it's actually true.
He will galvanize Arsenal
For the Arsenal fans who were concerned that Wenger was losing his way, you should stop worrying.
Mesut Ozil could have joined any club in the world but chose Arsenal because they are once again going to be challenging at the top. Arsene Wenger would not have been able to convince a footballer of his stature to come to the club without proving to him that the Gunners were ready to fight for silverware once again.
In one fell swoop, Arsenal's manager has galvanized his players, his staff and the fans. Arsenal still need to add more depth and quality, but that will be attended to in the coming transfer windows.
They have also effectively one-upped Spurs. Only managing to get their hands on Ozil because their great rivals sold their best player to Real Madrid.
On both Sunday and Monday, it was very much 1-0 to the Arsenal. And thanks to Mesut Ozil, Arsenal have kick-started their rise back to the top.