"I have heard the talk about Arsenal. But I hope he stays because he is very important to us," Bony told reporters.
"Maybe it will also help me because defenders are looking at him and that can bring more room for me.
"We have been working together and we know a little bit more every day and can be better and better with each other."
Swansea fell to their second league defeat of the season when they lost 1-0 to Tottenham Hotspur on Sunday.