The striker was close to a deadline day loan move back in 2013, before Jose Mourinho ended it.
The striker was close to joining the Gunners in a last minute move on deadline day of the summer transfer window in 2013.
Instead the move did not come off as Jose Mourinho, who had returned to the club as manager that summer, vetoed the transfer.
His logic for doing so was that he did not want to strengthen a rival, especially as they had just signed Mesut Ozil from Real Madrid, and Ba has admitted his regret that it was not completed.
"I think back to the day when Jose Mourinho blocked my Chelsea loan at Arsenal," Ba told France Football.
"It was the time of his return to the club, and I think it would have been a very good move. I was left surprised that Mr. Mourinho had blocked my move to Arsenal.”
“Mesut Ozil arrived, and to strengthen a competitor like Arsenal was very complicated if it worked."
It certainly would have been interesting to see if Ba could have been the striker that many feel the Gunners have long needed in their side.
It is still a problem that haunts them today; with the likes of Olivier Giroud and Theo Walcott having failed to prove they are at the level that is required.
Ba meanwhile, will hope he can continue to impress in China for Shanghai Shenhua having struck seven times in 13 games so far.