The France international shot-stopper was frequently linked with a move to the Emirates Stadium while at Lyon, before moving to White Hart Lane in 2012.
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“We go out together and talk about everything,” the former Montpellier frontman told Telefoot.
“We talk about life and sometimes the French team a bit and our wish to have a great experience together at the World Cup.
“Have I asked him (Lloris) to join Arsenal? Yes, I have with Lolo (Laurent Koscielny). He would have liked to, he would quite like to. You will have to ask him the question.”
Lloris produced several fine saves to deny Everton on Sunday and record his 17th clean sheet of the season for club and country.