Sagoe Jr, 21, has never made a Premier League appearance and joined the Swedish club in February. He has been a regular in Arsenal's Under-21 set-up for several years and spent time in the Under-18s, but first-team opportunities at the Emirates have not materialised.
Speaking to Sportbladet, he explained the reasoning behind the move.
"It was something I wanted to explore. I wanted to get out in Europe and just enjoy my football and play at senior level. That's something I've wanted to do for a long time. So when the proposal from Kalmar came, it was something that appealed to me. And so far, I've had a good time."
He added: "I'm enjoying life here. Of course, the results haven't gone our way, but I'm enjoying the experience of being able to give everything every time I get the opportunity to step out onto the pitch."
Kalmar drew 1-1 with IFK Göteborg on Friday. Sagoe Jr acknowledged the weight of expectation that comes with his background.
"When you come from a big club like Arsenal, there will always be people who watch and have opinions about you. It's something you have to get used to throughout your career. So I wouldn't say it's added pressure. I know what I can do every time I step out onto the pitch."
Sagoe Jr is under contract at Arsenal until 2026 with an option for a further year. His performances in Sweden will be monitored by the club's technical staff ahead of a decision on his future.