The 31-year-old was given the option of moving to Emirates Stadium shortly before the tournament started after the Gunners activated a £20million release clause in his Leicester City contract.
However, as Standard Sport revealed in June 2016, Vardy turned down the deal after discussing the situation with his England team-mates in favour of a signing a new four-year agreement with Leicester worth £100,000-a-week - £20,000-a-week less than the Gunners offered – and he said: “It wasn’t an irritation. There was just a lot of time when we were in our rooms to think about it. It wasn’t something you could just put to the back of your mind.
“But I made my decision back then and I’ve not looked back since, carried on, played my football, been doing well for my club and I think that’s what’s got me the opportunity where I can go to a World Cup.
“The Euros was a new experience for me and the World Cup is going to be but obviously the Euros is a major tournament as well and you know exactly what you’ve got coming so you can be more relaxed about it knowing I have been there before.”
Vardy was recently linked with a move to Atletico Madrid as Diego Simeone eyes up a replacement for Antoine Griezmann, who is expected to move to Barcelona in the coming weeks.
But the striker insists he is now only focused on a successful spell in Russia and Vardy followed captain Harry Kane’s lead by claiming Gareth Southgate’s young side should harbour aspirations of winning the tournament.
“The boss has picked a lot of players who are in form and rightly so,” he said. “They deserve to have their call-up and he is going for it. It is a young squad, anything can happen any everyone wants to be going out there in our heads thinking we can win it.
“But we have to be on our game every day, making sure we are at 100 per cent and working to get as far as possible.”