The midfielder is heading into the final year of his contract with the Gunners, and has been linked with moves to Fiorentina and Athletic Bilbao this summer.
"I can't stop the rumours, but what I am certain is that I'm really happy here, I feel valued, I have been given a lot of responsibility and I like it," FourFourTwo quotes the Spaniard as saying.
"Until they think something different about me, I'm happy. I had a conversation with the manager. He knows my opinion and we're fine."
Arteta joined Arsenal in 2011 following a six-year stay at Everton.