The Borussia Dortmund striker was free to speak to other clubs in January given he had just six months to run on his deal at Signal Iduna Park - though he was always widely expected to sign for the Bundesliga champions.
Real Madrid had been linked with hijacking the deal, but Arsenal was also said to be interested in the Poland international.
And Lewandowski has now revealed that Gunners goalkeeper Szczesny attempted to convince him that the Emirates Stadium was the best option for him.
"I can confirm that Wojciech Szcesny tried to convince me to join Arsenal," the Bavarian-bound attacker told Polish newspaper Fakt.
"We had several talks about this. It was him who did most of the talking, how the club looks inside, what [Arsenal boss Arsene] Wenger thinks of me.
"When we trained before the Champions League game at Colney, there were important people from Arsenal at our sessions as well."
Lewandowski, who scored the winner in Dortmund's 2-1 victory at the Emirates back in October, will join Bayern as a free agent this summer.