The 26-year-old, who has been linked with a host of European clubs, has also claimed that his decision to sign a new long-term contract was "natural".
"I am happy here - I play for a big club, I am happy on the pitch and my family are happy here so I don't want to leave," Koscielny told Arsenal's official website.
"This is the first club I have stayed at for more than two years. I want to stay because I have everything [I need] to be happy here.
"I like everyone who works at this club, I like the fans, I am very happy to play for the boss and my teammates are nice, so my decision to stay was natural."
Arsenal finished third in the Premier League last season.