The Gunners are one of a number of clubs that Sociedad could be drawn against next week, but the Mexican has claimed that he does not want it to "become too complicated".
"This is my home now, I don't want to face Arsenal. Any other tie would be nice. I don't want it to become too complicated," Vela told reporters at a press conference.
Vela, who spent last season on loan at Sociedad, completed a permanent transfer from the Premier League outfit this summer.