The 25-year-old has reportedly attracted attention from numerous clubs for his performances this season, which include seven goals and two assists.
Liverpool, Arsenal and Tottenham have all been linked to the midfielder's signature, but when asked by Telefoot which of the North London clubs he would prefer to play for, Doucoure said: "Arsenal, because of Arsene Wenger."
The Frenchman also admitted that the two rivals, as well as Liverpool, are monitoring the player ahead of potential swoops.
"It's true that these clubs are interested, but I'm at Watford for the moment and I want to finish my season well," Doucoure added.
The Hornets currently sit 11th in the Premier League table.