Chelsea manager, Frank Lampard, tried and failed in his bid to persuade Willian to remain at the club, according to SportsMail.
Willian has now agreed to a three-year deal with the Gunners worth £100,000-per-week.
The 31-year-old turned down several offers from the Blues to remain at Stamford Bridge and is set to end his seven-year stay with the club.
Lampard was, however, keen to retain Willian and pleaded with the Chelsea board to try and reach a deal. But his pleas fell on deaf ears.
But Willian will leave for the Emirates as a free agent after their Champions League campaign is over.
The switch is expected to be officially announced by both parties later this month.
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