Since the arrivals of Neymar and Kylian Mbappe, Moura has made just two appearances for PSG, and Alex has said that he would not have waited around at the Parc des Princes past the end of the previous transfer window.
Moura is likely to attract interest in January, and ex-PSG centre-back Alex has advised the attacker to try to link up with the Gunners.
The 35-year-old told L'Equipe': "If I was in his place, I would have already left to make an impact elsewhere.
"Spanish football could suit him – he could take advantage of the space with his speed and technique.
"Even if England does not seem favourable, I would like to see him at Arsenal. They play cleaner football, more technical."
Since moving to France in 2013, Moura has netted 46 times in 203 appearances in all competitions.