After 15 years at Old Trafford, Welbeck joined the Gunners on transfer deadline day after falling behind Wayne Rooney, Robin van Persie and new arrival Radamel Falcao in the United striker pecking order.
The 23-year-old striker scored both goals in England's 2-0 win against Switzerland in their opening Euro 2016 qualifier in Basle on Monday and Three Lions coach Neville has questioned the logic in letting him go to a rival for a relatively small transfer fee.
"I can't work it out," Neville, who played 602 times for the Red Devils, told TalkSport.
"After all the prices I've seen paid this summer, and obviously I've been working with him the last week, I'm thinking how is it just £16million?
The best deals of the summer...
The best deals of the summer...
1/15 Bojan Krkic (Stoke City, forward, £4.4m)
The most unlikely move of the summer looks like it could be one of the cutest. More interesting than all of the inevitable talk about “How will a former Barcelona starlet handle himself on a wet Saturday afternoon at the Britannia?” is how Mark Hughes convinced a former Barcelona starlet to leave Rome for a series of wet Saturdays in Stoke. Bojan has cut an increasingly disappointing figure in the three years since he left Catalonia – but Hughes revitalised Oussama Assaidi last season and could do the same for the nimble-footed Spanish forward.
2/15 Bafetimbi Gomis (Swansea City, striker, free)
Swansea City have reacted shrewdly to the uncertainty surrounding the future of Wilfried Bony with the signing of the equally powerful Gomis. The Frenchman was hardly prolific during his five years at Lyon, netting at the rate of just over a goal every three games – but he offers an all-round threat not present in Bony’s game. Gomis is adept at holding the ball up and will allow Swansea the option of going long more often to complement their sometimes predictable passing game – he is a pragmatic buy with the potential to transcend lowly initial expectations.
3/15 Daryl Janmaat (Newcastle, right-back, £5m)
The quiet revolution on Tyneside continues at right-back, where Daryl Janmaat is a more than adequate replacement for Mathieu Debuchy, who was lured by Arsenal. Janmaat impressed for the Netherlands under Louis van Gaal at the recent World Cup with several displays of defensive solidity coupled with attacking prowess – indeed, he looks more secure at the back than the man he is replacing. The same caveat applied to Filipe Luis is relevant to Janmaat: the effectiveness of his displays will be measured by their lack of prominence. The early signs are promising.
4/15 Filipe Luis (Chelsea, left-back, £16m)
To suggest that Luis is an Ashley Cole clone is to damn him with faint praise and speak a measure of truth at the same time – Schrödinger’s Cat updated to fit Chelsea’s left-back problem. The Brazilian is as safe in defence as a Victorian semi-detached town house, but is ever-eager to press forward on the overlap. Great full-backs follow the maxim applied to referees: you only really notice them when they are performing badly or missing in action. Luis’s value will be revealed if Atletico Madrid struggle in his absence – and if no one mentions the name A Cole.
5/15 Alexis Sanchez (Arsenal, forward, £32m)
Sanchez is perhaps the standout signing in a summer of big-money moves at the sharp end of the Premier League. The Chile international has the pace, skill and finishing ability to play anywhere across the front line – he started on the wing in Arsenal’s Community Shield defeat of Manchester City but is expected to move to a more central role before too long, possibly replacing Olivier Giroud. Sanchez should bring the type of dynamism that Arsenal’s pretty, patterned play has often lacked over the past few seasons. Given the size of his fee, he will be expected to perform.
6/15 Diego Costa (Chelsea, striker, £33.44m)
The man viewed as Chelsea’s long-term striking solution could well turn out to be not just one of the best Premier League transfers of this summer but one of the best in the league’s history. Equally, the Brazilian has the potential to make his £33m-plus transfer fee look like the biggest debacle this side of Fernando Torres. The naturalised Spaniard flourished at Atletico Madrid in Diego Simeone’s high-energy, high-pressing system – but on occasion he can appear leaden-footed and has a fiery temperament that must be curbed. A two-goal salvo against Real Sociedad on Tuesday night hinted at the good side of the man – and his reaction to a Bruno Alves horror tackle against Fenerbahce the bad.
7/15 Romelu Lukaku (Everton, striker, £28m)
Having been on loan last season, Everton’s key signing of this transfer window already feels well at home among Goodison Park’s club-embossed armchairs. Lukaku hit 15 league goals for Roberto Martinez’s side last season as they challenged for the Champions League, only to falter at the last. More will be demanded of the Belgian now the Merseysiders have almost doubled their transfer record to make his move permanent – but Lukaku has the ability to fulfil those lofty expectations. Bullishly strong and with an unerring left boot, he can flourish now he is not tagged as the next Didier Drogba.
8/15 Lazar Markovic (Liverpool, winger, £20m)
How do you go about replacing the irreplaceable? Brendan Rodgers’ seemingly impossible task of filling the void left by Luis Suarez got off to a promising start with the signing of jet-heeled Serbian winger Markovic, who starred during Benfica’s run to last season’s Europa League final. The 20-year-old will be allowed time to settle into Premier League life, with Rodgers expected to use him from the bench in the season’s early weeks. Once he is unleashed, however, Markovic could be the season’s great surprise – he has trickery enough to delight even the most Suarez-obsessed members of the Kop.
9/15 Ander Herrera (Man United, midfield, £32m)
Leaving aside the lingering memories of the farce that was United’s pursuit of Herrera last summer, the fact that Louis van Gaal finally has the man David Moyes wanted can only be a good thing for a midfield in need of both an internal and external makeover. Despite being only 24, the playmaker is a classy and experienced operator – a veteran of European football with Athletic Bilbao, for whom he impressed against United in the Europa League in March 2012. Herrera is a significant upgrade on Tom Cleverley and Michael Carrick – a player of finely spun steel for a deoxygenated midfield.
10/15 Rémy Cabella (Newcastle, midfield, £12m)
The Montpellier chairman, Louis Nicollin, mocked Cabella for his decision to move to Tyneside, telling the midfielder that he would be “bored” at his new club. It will be Alan Pardew seeing the funny side of the deal if Cabella proves a hit at Newcastle, however – and the France international has the ability to be just that. Creative and versatile, he possesses the type of Gallic skill that Newcastle fans have seen twice before with Laurent Robert and the incomparable David Ginola.
11/15 Daley Blind (Manchester United, midfield, £14m)
While United stole the headlines with their dramatic swoop to bring in Radamel Falcao in what looks a drastically expensive loan move, it was the signing of Daley Blind which could help the most given United's obvious deficiencies in midfield and defence. Blind, 24, knows Louis van Gaal and his methods well, which should prove very useful given how slowly it seems the rest of United's rearguard are getting their heads around them. And at £14million, he is the cheapest of United's senior signings.
12/15 Cesc Fabregas (Chelsea, midfield, £30m)
Another expensive acquisition, the fee this time believed to be in the region of £30million - but again, it is easy to see why the cash has been splashed. The early signs are that the Spain midfielder may be an even better player than the one who left Arsenal as a true Premier League star in 2011.
13/15 Calum Chambers (Arsenal, defence, £16m)
Not the most high-profile departure among the exodus from St Mary's over the summer, but Chambers was known to be a player of great promise and has certainly made a big impression in Arsenal's defence so far following his switch for a reported £16million, earning a first call-up to the full England squad.
14/15 Hatem ben Arfa (Hull, midfield, loan)
Steve Bruce arguably had the best deadline day of any Premier League manager as he completed something of a summer overhaul with the arrivals of Abel Hernandez, Mohamed Diame and Gaston Ramirez. But it was the late, late arrival of Newcastle outcast Hatem Ben Arfa which had the fans most excited. When his mind is right, the Frenchman is one of the most exciting attacking midfielders in the league and if Bruce can get him back on track after a frustrating year in the north east, he will give Hull a new dimension.
15/15 Mario Balotelli (Liverpool, striker, £16m)
The former Manchester City star is back in the Premier League after Brendan Rodgers went ahead with a £16m move for the Italian, securing his services from AC Milan. If Liverpool can contain his livewire personality and on-field temper, it could work out to be one of the best deals in the club's history.
"There's been right-backs and left-backs galore who have been bought for £15million this summer. How have they got him for £16million?
"I can't work it out to this day, it's a strange one. It really does feel strange that it's a centre-forward and actually it's helped out a competitor, someone who will be vying for those third and fourth places with United this season.
"I'm struggling to understand the logic behind the deal in two or three ways really."
Welbeck admitted after Monday's match that he was relishing the chance of playing in a central role more regularly - having often played out wide during his United career - and is confident in his ability to find the back of the net.
"It is well known I prefer to play through the middle so when I get my opportunity I just want to show what I can do," he said.
"Once I get into the box and get the opportunities I have got faith in my ability.
"Listen, anyone can say what they want to say but I just know once I get the opportunity and a run of games up front I will do my best."