The Gunners identified Garcia, as a summer target as they prepared to sell current goalkeeper Aaron Ramsdale.
Ramsdale eventually departed to fellow Premier League side Southampton, opening the door for the 23-year-old to complete his switch to the Emirates.
Reports in Spain suggested that personal terms had been agreed, but a proposed £25million was never completed, with the Gunners eventually swooping to secure a season-long loan for Bournemouth keeper Neto.
Speaking out now following the window’s close, Garcia said he found the speculation difficult to deal with.
‘I was pretty isolated throughout the transfer window,’ the Spaniard said in an interview with Mundo Deportivo.
‘I was at the (Olympic) Games and, when I arrived, the league was already starting.
The last few days were more intense. I was very isolated, focusing on what I needed, which was the pitch. I managed not to get distracted.’
Garcia has started the first six games of the season, with Espanyol sitting 13th in La Liga following a 4-1 defeat to Real Madrid on Saturday.
The keeper refused to be drawn on his desire to one day play for Arsenal and instead insisted his focus was solely on establishing himself as a first-choice goalie in the top flight.
‘I want to enjoy this season, knowing that it will be difficult,’ he said.
‘I have worked hard to get to this, and it would be a waste of time if I don’t enjoy it. I want to achieve my goals and have a good season for everyone.
‘I couldn’t afford to have my mind off things. [The transfer rumours] come to me, but I have to be very calm and with my mind where it should be.’
