The Nigerian signed for the Premier League champions for around £15million from CSKA Moscow during the summer.
While his blistering pace has caught the eye, the 23-year-old has struggled to get ahead of Jamie Vardy, Islam Slimani, Leonardo Ulloa and Shinji Okazaki in the pecking order.
But Musa says Kanu's words of advice helped convince him to move to England and admits he is a Arsenal fan.
"I grew up as an Arsenal fan. All because of Nwankwo Kanu, he is like a role model for me," he told the Guardian.
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Leicester's Ahmed Musa
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"I got to know him when I started playing in the national team. He's like a hero in Nigeria. We always have contact with each other and I spoke to him before I came to Leicester.
"I was in Russia and he called me, because he always advises me what to do.
"He told me that I would enjoy it in the Premier League and England, that it was a nice place."