The 29-year-old joined the Ligue 1 side on a free transfer after his contract expired with the Gunners, with a succession of injuries having restricted him to just two first-team appearances in two years.
Diaby has now admitted he chose Marcelo Bielsa's side over a stay in the Premier League with West Brom due to the medical help on offer.
"It was knowing which club would help me the best medically. That was my real priority," he told RMC Sport.
"I had other contacts. I had very, very advanced talks with West Brom. But I found Marseille was better. I thought: why not come back to France?
"I don't want to draw emotional conclusions. The reality is different. I haven't played for two years. I need to rebuild myself, to put myself in a good place to play football again.
"It wasn't an easy choice, but it was my choice."
Diaby admits it was tough to call time on his Arsenal career having failed to show his true potential.
"I had hard times in those nine years, but some beautiful moments. I had the chance to get to know Arsene Wenger, who is a truly great coach and a great man, too.
"I regret that I wasn't able to show all my qualities and potential. Now, a new chapter begins."