The 19-year-old’s move will be his third spell on loan in Spain.
The youngster has previously had spells with Alcoyano and Levante.
A statement on the Gunners’ official website reads: “Everyone at Arsenal wishes Wellington the best of luck for the coming season at the Estadio El Toralin.”
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Chelsea have struggled to build momentum in the opening stages of the campaign and are currently looking over their shoulders at the relegation zone.
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