The images, which circulated on social media late on Tuesday afternoon, appeared to show the Frenchman posing for pictures for the club’s official website and social channels.
Arsenal are expected to confirm the signing of Pepe on Wednesday.
The Ivory Coast international arrived in London on Tuesday for his medical, and it appears to have gone well judging by the footage online.
Pepe was filmed patting the Arsenal badge on his chest in the video, as a club videographer films a close-up shot.
He will become the club’s all-time record signing once the deal is confirmed with Lille.
Due to Arsenal’s budget restrictions, they have been forced to pay the fee over the course of five years, with just £20m being paid immediately.
It is the third time Arsenal have broken their transfer record in the space of three years, after the signings of Alexandre Lacazette (£47m in 2017) and Pierre-Emerick Aubameyang (£57.3m).
Earlier on Tuesday, those two forwards teased fans on social media over the potential signing of Pepe.
Both stars posted images to Instagram showing themselves performing Pepe’s goal celebration, where the player arches his hand over the top of his head and appears to look into the distance.
Now, it appears that they have a new strike partner, with the 24-year-old set to join forces with Lacazette and Aubameyang in a front three.
Arsenal had just £45m to spend this summer, and are now reportedly set to focus on signing a new defender after Pepe’s arrival.
Kieran Tierney from Celtic looks likely to join before the window closes next Thursday.
The two clubs have been negotiating throughout the window, but appear to have agreed on a £25m deal, but that is unlikely to be paid in full immediately.
Pepe’s signing virtually ends any chance of the Gunners making a late move for Crystal Palace winger Wilfried Zaha, who now looks set to stay at Selhurst Park.
He could make his debut against Barcelona in a friendly – which is being played for the Joan Gamper Trophy – at the Nou Camp on Sunday.