The Ivory Coast international claims he would have moved to Arsene Wenger's side "as a last-minute loan" but says he wanted to finish the season with French outfit Lille
The former Chelsea forward claims he had the opportunity to move to Arsene Wenger’s side on a temporary deal but wanted to finish the campaign with his current club Lille.
"A possible departure? Yes, to Arsenal,” Kalou told L'Equipe.
“It could have been done as a last-minute loan.
“But I want to finish third, prepare for the World Cup and go to the Stade de France to compete in the final of the Coupe de France."
Arsenal, who lost pace in the race for the Premier League title following a 6-0 defeat against Chelsea, made just one signing in January, with Kim Kallstrom joining the Gunners on loan - though he is yet to make an appearance for the club.