The 30-year-old claims he has not been contacted by the Ligue 1 leaders and reveals that his current team-mates believe he will return to France during the summer
Goal.com exclusively revealed in March that Arsenal are prepared to offload the 30-year-old this summer after his attitude was called into question by manager Arsene Wenger.
The France international's current deal at the Emirates Stadium expires in the summer of 2014, and amid interest from Paris Saint-Germain, Sagna revealed that even his Arsenal team-mates believe this is his last season in the Premier League
"I have not been contacted personally by the PSG, but I would not close the door. Neither Paris nor Monaco nor Arsenal." Sagna told Canal+.
"Everyday Arsenal players ask me about Paris. They joke with me by saying 'you next year anyway you are no longer with us, you will be in Paris' I told them they are only rumours, speculation is what you read in the newspapers.
"Ultimately, I do not know anything, and nobody knows what will happen in the future."