The Gunners had a £60million bid rejected after Chelsea were also knocked back in pursuit of the Ecuadorian, prompting Caicedo to publicly ask for a transfer.
He had posted a long message to social media pleading for a move, writing: “The fans have taken me into their hearts and they will always be in my heart so I hope they can understand why I want to take up this magnificent opportunity.”
But former Tottenham midfielder O’Hara was left unimpressed, particularly by the entourage advising 21-year-old Caicedo.
“You have to do what they have done, ban him from coming into the training ground,” O’Hara told Sky Sports via HITC. “I think it’s really poor from him. He has been badly advised.
“As a football player, Arsenal are supposedly in for him, it’s a big-money move and the opportunity to play for a huge football club.
“But it’s so disrespectful to Brighton, it’s not like he is in a League One or Championship team. He is playing for Brighton, who are flying, by the way, and playing really good football, with brilliant fans. They have given him the opportunity.
“So, for him to come out and say he wants to leave. The deal isn’t even done, it’s probably not anywhere near being done. For him to come out and say that, I think it’s poor as a player, not professional.”
Speaking after Brighton’s FA Cup win over Liverpool on Sunday, Seagulls boss Roberto De Zerbi hinted that he was ready to sell Caicedo if he had to.
He said: “I would like him to finish the season with us. But we are ready to go forward without him – I think we need some players in some positions.
“I spoke a lot with [Brighton chairman] Tony [Bloom], he knows very well my opinion. We are a good team but we can improve from the transfer window.
“We lost [Leandro] Trossard and if we also lose Caicedo, it can be a problem for us if we want to fight for Europe.”