The Chilean international made the shock switch to Old Trafford from the 'Gunners' in January and speaking to 'MUTV', he explained how he is settling in to life in Manchester.
"It is very different here," he admitted. "I think United is a club with more history and we want to win trophies next year.
"We need to keep progressing; United is a big club, to which I am still adapting, and I am looking forward to giving everything I've got next year and aiming to win everything there is to win."
The 29-year-old shook off a disappointing start to the campaign to play a key role in United's 2-1 FA Cup semi-final victory over Tottenham at Wembley at the weekend, with the forward looking forward to returning to the national stadium for next month's final.
"The truth is that I score every time I play at Wembley!" he joked. "I have won several trophies there with my national team and with Arsenal. With Chile, I also scored two goals and that means a lot to me. Wembley brings me good luck.
"We are very happy to have reached the final. I think Saturday's match was the most perfect one since I joined United, and that makes me very happy for what lies ahead."