The musicians were nonplussed by the revelation that the 'Impossible' singer had been rejected from their BBC talent show prior to the blind auditions, as they were unaware of his subsequent X Factor triumph.
"I've never heard of him. He didn't make it through," O'Donoghue told The Mirror.
"30,000 people audition and then they get whittled down to what gets presented to us, so he obviously didn't make it through to that part."
will.i.am added: "Who's James Arthur?"
A source close to Arthur claimed: "He went to the first audition but didn't pursue it. It's not something he was interested in."
Arthur was nominated for 'British Single' at February's Brit Awards and will apparently work with Labrinth on his debut album.
will.i.am and O'Donoghue will return along with fellow coaches Jessie J and Sir Tom Jones for the second series of The Voice UK, which launches Saturday, March 30 on BBC One.
A poll of Digital Spy readers revealed that they are more excited about series two of The Voice than the return of The X Factor's sister show Britain's Got Talent, which is set to air two weeks later.