The 21-year-old has been tipped as a possible replacement for Bacary Sagna, whose contract at the Emirates expires at the end of the season.
"You cannot refuse Arsenal," Aurier told Foot Mercato. "You can ask any player if he would play for Arsenal and I think he would respond positively without hesitation. It is certain that Arsenal is a dream."
Newcastle United and Aston Villa are also said to be monitoring the Ivory Coast international.