The 24-year-old defender will spend time training in north London in a bid to prove he has the ability to succeed in the Barclays Premier League.
Oman national coach Paul Le Guen, a close friend of Arsene Wenger's, recommended Al-Mukhaini to the Gunners boss, who is looking to bolster his options at the back during the transfer window.
The left-back currently plies his trade with Fanja SC in his native Oman, but is widely regarded as one of the country's top prospects, and is determined to earn a deal at the Emirates Stadium.
"Most of my friends and team-mates in the club and national team came to know about it only when it was reported in the media," Al-Mukhaini said on Sport360.
"Some of them dismissed it as a rumour. I do not want to lie, but I know I have got a huge opportunity here and I have to trust myself.
"Coach Le Guen has faith in me and he got me this chance, so I have to give my best. It is difficult but not impossible."
Arsenal's shortage of full-backs has led Wenger to play central defenders Thomas Vermaelen, Johan Djourou, Laurent Koscielny and Ignasi Miquel all out of position in recent weeks, and Le Guen is confident Al-Mukhaini can solve the club's current crisis.
"I think Saad is one of the best players in the country and he can play in a big league," he was quoted as saying in The Muscat Daily. "I had a chat with Wenger some time back and he seemed interested in calling him.
"I cannot say how much Saad is ready mentally for making it in a big league, but I know football enough and I believe he can. He has to adapt and compete with great players."