Szczesny joined Arsenal in 2009 and spent two seasons on loan at Roma between 2015 and 2017 before leaving the Gunners permanently for Juventus last summer.
The 27-year-old struggled to come to terms with the fact his Arsenal career was over after making more than 150 appearances for the club, winning two FA Cups.
But he stands by his decision to leave "the club of my dreams" and believes he has improved significantly during his time in Italy.
Indeed, the Pole says his development stalled at Emirates Stadium.
"Honestly, I couldn't say from a technical standpoint that I improved in any way from when I became first choice at Arsenal until the day I left for Roma," Szczesny told The Independent.
"However, in the two-and-a-half years since I came to Italy I've improved massively, which is thanks to the coaches and the way they work. It's not about improving when you play, it's every day in training you have to work on every aspect of your game and that's something I've really enjoyed."
"I think in general, the coaches in Italy are much more tactical, that's just how the league works.
"At Arsenal you'd just prepare physically for it but here you watch films analysing a specific opponent before the game and afterwards we'll watch again to see what worked and what didn't.
"I enjoyed working with some great coaches at Arsenal, Roma and here, but the goalkeeping school in Italy is very different - it's very technical and pays more attention to the details."