The 33-year-old former Brazilian international has revealed that he discussed terms with the Gunners before deciding to sign up to Mark Hughes' "project" in west London
The Gunners have been without Polish international goalkeepers Wojciech Szczesny and Lukasz Fabianski for much of this season, with third-choice Vito Mannone conceding 16 goals in the last seven games.
Cesar won five consecutive Serie A titles with Inter Milan from 2005 to 2010 and also won the Champions League in 2010 under Jose Mourinho. He left the club in the summer, citing the location of QPR as the main reason for joining the club.
"I accepted this proposal because I wanted to live in London," he told The People. "I have an amazing way of life here and I'm giving my family a great opportunity to grow up culturally.
"I talked with Arsenal in the last transfer window, and they were really happy about me playing for them, but at the last minute I moved to QPR."
Cesar has arguably been his side's star player so far this season with the team yet to pick up a win, and has stated that he is already thinking about his future in a non-playing capacity, adding that he could see himself in a director's role at the west London club.
"QPR has a project, and I dream about that project coming true," he added. "But I came here because I was thinking about my future once I quit football, that's true.
"The directors have signed 11 footballers, and when you put them all into a team, it will be difficult for that team to work immediately. That's why QPR haven't won yet. We don't have an identity yet. But let me tell you we are on the right track.
"The fact that I can speak Portuguese, Italian and now English will give me opportunities in the future to be a director once I quit football. Even at QPR I could work as a director."