The Norway international says he doesn't regret snubbing the Gunners for the Cottagers, who have made it to the final of the Europa League at the expense of Hamburg.
Brede Hangeland said: "I've had so many great nights at Fulham and that was probably the best one.
"I signed my new contract here so I could take part in games like that. I'm really happy to be at this club.
"Does this justify rejecting a move to Arsenal? I think so.
"Nights like that are for the history books and something I will always remember," he enthused.
The £15m rated centre back continued: "It's hard to believe what has happened. We started playing in July and it feels like an eternity ago.
"To be in the final after all these great games and the top-class opposition is something we'll always remember.
"Making the final is a great achievement. I don't think we have much to lose now.
"We should just go and enjoy the game and see what happens," he added.
The 28-year-old defender is relishing the prospect of winning the Cup, although he's aware they must give Athletico hell to clinch the trophy: "I should have had a bet on us being the only British team to make a Euro final - I'd be a very rich man," he said jokingly.
"It's fantastic to be the only British club left in Europe. We can win the trophy.
"Obviously, Athletico will be favourites but we'll do our best and see if that's good enough," the player asserted.