The 19-year-old has blossomed into one of the most exciting wingers in the Spanish LaLiga, scoring eight goals across all competitions this season.
The forward had a chance to join Arsenal's academy before moving to Villarreal.
Nonetheless, the youngster has not given up on his dream to play in the English top-flight.
"It was very close for me to sign for Arsenal, almost had the contract in my hands,” Chukwueze told Tribalfootball.
"Unfortunately, it did not work out fine with my academy due to the side of agreement and payment. They did not agree with the terms of the contract.
"I was very happy thinking of signing and dreaming of playing for Arsenal, but my academy did not allow it to happen. I kept on pushing and praying to get a club in Europe and it came with Villarreal.
"Playing in England is still an ambition for me. I need to keep on working hard and to keep improving. I really want to play in England."
Nigeria are in Group B along with Burundi, Guinea and Madagascar.