Xhaka was taken off by Unai Emery towards the end of Sunday's draw, which saw the hosts throw away a 2-0 lead in the London derby.
With the Emirates Stadium's jeers ringing in his ears, the Switzerland international offered an angry reaction, ripping off his shirt and marching straight down the tunnel.
Before leaving, however, he had a final message for fans, cupping his ear and mouthing "f*ck off" at the stands.
His actions have been widely condemned and now, four days after the incident, Xhaka has finally answered his critics with a statement published on Arsenal's Twitter account.
"After taking some time to reflect on what happened on Sunday afternoon, I would like to give you an explanation rather than just a quick response," the missive began.
"The scenes that took place around my substitution have moved me deeply. I love this club and have always given 100 per cent on and off the pitch."
Xhaka continued to allege that threats directed against himself and his family may have motivated the outburst seen on Sunday.
The following is a message from Granit Xhaka... pic.twitter.com/YG5lBKmQvi— Arsenal (@Arsenal) October 31, 2019
"My feeling of not being understood by fans, and repeated abusive comments at matches and on social media over the last weeks and months have hurt me deeply," he added.
"People have said things like 'We will break your legs,' 'kill your wife' and 'wish that your daughter gets cancer'. That has stirred me up and I reached boiling point when I felt the rejection in the stadium on Sunday.
"In this situation I let myself be carried away and reacted in a way that disrespected the group of fans that support our club, our team and myself with positive energy. That has not been my intention and I'm sorry if it's what people thought.
"My wish is that we get back to a place of mutual respect, remembering why we fell in love with the game in the first place. Let's move positively forward together."
Emery must now decide whether to keep faith with his captain in the Gunners' next Premier League match, at the Emirates on Saturday at home to Wolves.