The former Chelsea and Brazil midfielder; Willian completed a move back to his home country after Arsenal terminated his contract on Monday.
Willian return to Corinthians today.
"All my career I have done everything to be the best I can be - I always want to win and I find it hard to accept not doing so," the 33-year-old wrote on Instagram.
"Unfortunately it didn't happen for me at Arsenal and I am sorry about that."
Willian arrived on a free transfer in August 2020 after leaving Chelsea, signing a three-year deal reportedly worth more than £200,000 a week.
However, the 70-time Brazil international hit back at critics who he felt had claimed his move to Arsenal had been driven by "financial reasons".
"Unfortunately things on the pitch didn't go the way we had all planned and hoped - I received a lot of criticism, especially from some members of the press, [suggesting] that I had come here for financial reasons," added Willian, who scored one goal in 25 league appearances for Arsenal last season.
"I hope with my actions today [I] explain [that] to those people and they now understand that was not the case.
"I hope it teaches some people that they should not be so quick to pass judgement and create bad environments to make themselves important, even though I accept that's part of the game."
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