Bendtner joined the Black Cats on a season-long loan deal on transfer deadline day but has already made it clear that he does not plan to return to the Emirates Stadium, having become frustrated with a lack of opportunities under Arsene Wenger.
He can recall exactly when he made the decision that his time with the Gunners had to come to an end, and it was a game in February that proved pivotal to their campaign.
"I can point to a precise moment I knew I had to leave," Bendtner told The Journal.
"It was when I looked at the team sheet before the Carling Cup final and saw that I was not going to start. It was my worst moment in football.
"I was sad, stunned and disappointed beyond measure.
"I had played all our matches in the competition, scored goals and I was feeling really sharp.
"I felt things would never be good for me again at Arsenal after that."
Arsenal lost the game at Wembley 2-1 and their season unravelled from that point on, before a difficult summer and poor start to this term.
Bendtner is nevertheless expecting a difficult clash when Sunderland travel to Arsenal after the international break on October 16, although he will not be able to play.
He added: "That is frustrating but hopefully the lads will do well. It is a tough place. We know how Arsenal will play. We will have to try to get something out of the game."
Bendtner has made an impressive start to life with his new club and struck up a good understanding with Stephane Sessegnon in attack, but he now wants to help Sunderland improve on their current position of 16th in the Premier League.
"How do I think it is going at Sunderland? We have great players here. It is down to us to prove that and not just talk about it," he said.
"We would rather show on the pitch that we should be on the other side of the table. I am sure we will in the weeks to come after the international break. We are good enough and strong enough, but we just need back- to-back wins."
Bendtner added: "You can see Sessegnon and I are starting to gel together.
"We are trying to find each other, look for the balls to put one another in in training.
"We put a lot of work in to see if we can find the runs and the goals we do in training.
"I was delighted to get my first goal. Sessegnon pulled it back, I saw the tackle coming in and I hit it.
"It took a deflection and it went in. It was a relief. It is always special to get off the mark.
"It was always going to come at one point if you keep putting yourself in among the chances."