Sagna has been linked with the likes of Paris Saint-Germain, Monaco, Galatasaray and Anhi Makhachkala in recent months, with just 12 months left to run on his contract.
However, the 30-year-old insists he has no intention of quitting the Emirates, and is looking forward to fighting for the Premier League trophy this season.
“I enjoy playing for Arsenal,” Sagna said. “I love my team and I always give my best.
“I’m still here. Many people were talking about me going back to France but I’m still here and I’m looking forward to a big season with Arsenal.
“Last season was difficult. I only had one year left and people were looking at that and maybe thinking I would leave.
“But I tried to stay as calm as I could. Now I will work hard in pre-season and have a good season for Arsenal.”