The 27-year-old spent a decade in North London prior to leaving for Italian football two years ago, first with Roma on loan and then arriving at Juve permanently in the summer.
Szczesny made his first-team debut for the Gunners in 2009, but after finally nailing down a place in the side he was regularly overlooked in favour of Petr Cech, leading to the decision to cut ties with the Premier League side.
Speaking to The Independent, the Poland international said: "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.
"It's really made a difference for me because I started playing at a very young age with Arsenal and as you play you gain experience and that's how you grow.
"But, 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 has featured twice in Serie A for Juventus so far this season and has been tipped to become first choice when Gianluigi Buffon retires at the end of the campaign.