The 26-year-old is on the verge of another season-long loan at Roma, after spending last season at the club.
Szczesny made 42 appearances for the Serie A side last season and the Arsenal 'keeper seems happy with his imminent return.
"I'm good, and I'm happy to be back," he told reporters.
Roma have recently signed Brazilian goalkeeper Alisson, but Szczesny is not worried about the competition.
"Spalletti was right to say there are two goalkeepers, but I don't fear the competition," the Pole claimed.