Willian was pictured on Instagram at the Nusr-Et steakhouse in Dubai with celebrity owner Nusret Gokce, more commonly known as "Salt Bae".
Arsenal completed the signing of Willian on a three-year deal on Friday after the Brazilian winger's contract at Chelsea expired.
Chelsea's Willian on Sunday confirmed his departure from the Premier League club with an open letter for his fans saying "time has now come to move on".
Frank Lampard said that Willian has been a great servant for Chelsea, and staying or leaving the club, is the midfielder's decision.
Frank Lampard has led Chelsea to Champions League qualification and will look to round the season up by winning the FA Cup.
Chelsea shrugged off a shock 3-2 defeat at West Ham in midweek with a routine win over Watford at Stamford Bridge.
FA Cup: Chelsea moved into the FA Cup semi-finals as Ross Barkley sealed a 1-0 win at Leicester, while Arsenal joined their London rivals in the last four after a dramatic 2-1 victory against Sheffield United.
Christian Pulisic and Willian scored as the fourth-placed Chelsea beat Manchester City 2-1 on Thursday.
Players like Manchester City's David Silva, Willian at Chelsea, or PSG's Thiago Silva and Edinson Cavani, will be free to leave on July 1 even if the season has not been completed.
Premier League: Fourth placed Chelsea will take on Southampton at Stamford Bridge on Friday.
Frank Lampard will hope Willian can inspire a return to home form when Southampton visit Stamford Bridge on Thursday.
Chelsea registered a 2-0 win at Tottenham on Sunday that featured a double from Willian, a red card for Son Heung-min and allegations of racist abuse.
Arjun Kapoor interviewed Chelsea's Brazilian star Willian but fans were left unimpressed and with some trolling him for asking "pathetic questions".
Champions League: Mohamed Salah's brace helped Liverpool clinch crucial points against Red Bull Salzburg.
Goals from Pedro Rodriguez, Willian and Callum Hudson-Odoi earned Chelsea a 3-0 win over Dynamo Kiev at Stamford Bridge.
Chelsea won their second knockout match in a matter of days after a midweek penalty shoot-out victory over Tottenham Hotspur in the League Cup.
Arsenal defeated Ukraine's Vorskla Poltava 4-2 in the Europa League, while in-form Chelsea registered a 1-0 win away to PAOK in Greece.
Conte was dismissed just four weeks before the start of the season despite winning the Premier League in his debut campaign and the FA Cup last season.
