The midfielder made his Arsenal debut as a substitute in the 2-0 win against PSG on Tuesday night.
Merino, who joined Arsenal from Real Sociedad in the summer, missed the start o the season with a fractured shoulder.
The 28-year-old disclosed that some of Arsenal's training methods are unlike anything he has experienced in his career.
As reported by The Guardian, Merino said: 'It's something that is amazing. They do some things that I have never seen in my career.
Mikel Merino has revealed that he was left amazed by Arsenal's training methods
'The methods they use are completely new to me so it takes some time to adapt. But at the same time, when you get it you are in a different level because they challenge you every single day – not only physically but mentally. It makes you be sharp mentally and that's what you are going to find out in the game.
'I don't want to tell everything that we do but there is no rest between one moment and the other. They are always challenging you mentally with different stimuluses. It makes you all the time aware of what is happening around you.'
Merino gave a good account of himself against PSG and will now be looking to establish himself in the Arsenal midfield.
He already possesses some Premier League experience from his time at Arsenal in the 2017-18 season.
Goals from Kai Havertz and Bukayo Saka saw Arsenal prevail against PSG, with Mikel Arteta's side securing their first Champions League win of the season after drawing 0-0 away to Atalanta in their opening league phase game.
Merino's experience and composure in possession could prove to be very useful for Arsenal at the campaign progresses. He was part of the Spain squad that secured glory at Euro 2024.
Arsenal are back in Premier League action on Saturday when they host Southampton, which could give Merino the opportunity to get more minutes.