The scout spent more than two decades with Arsenal, originally joining the club when Arsene Wenger was boss.
Cagigao helped unearth talents like Cesc Fabregas, Gabriel Martinelli and Hector Bellerin but officially announced his departure at the start of this month.
That came on the back of Arsenal confirming in August they had proposed 55 redundancies to staff due to the coronavirus pandemic – of which Cagigao was one.
In an interview with Guillem Balague on the Pure Football Podcast, Cagigao was asked why he was not staying on at the Emirates Stadium.
“That’s not really a question I can answer,” he said. “That’s a question for somebody else.”
The former Arsenal scout said he didn’t hold any ill-feeling about the decision, and was looking forward to his next challenge.
“You can’t afford to be bitter in life,” he said. “You have to have a thick skin and get over things quickly.
“I’m very proud of the time I spent and am proud of my personal achievements, but also feel very privileged to have worked for Arsenal football club. A club I was able to learn and where I was able to progress in my career.
“I met some and worked with some incredible people over the years. In that aspect, I feel privileged.
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“Arsenal is an institution, we are not talking about people, we are talking about the institution, and I feel privileged to have spent basically half my life with this institution.
“But everything has a start and an end and you have to look forward. I feel like I am now in a perfect place and a perfect moment of my life with experience and with a lot to offer.
“What I need to do is simply look forward and feel privileged about the time I spent at a great club.”