The 26-year-old, who has previously been linked with a move to Blackburn Rovers, will spend the next two days with the Premier League outfit.
Pickeu told Ouest-France: "For Alharbi, this is something else. We're not in a negotiation phase yet.
"Arsenal have watched him many times, with Morocco as well. We thought it would be nice for him to spend time in England. It is rewarding for him and it is rewarding for us."
El Jadeyaoui arrived in England on Monday.