Gunners boss Arsene Wenger recently confirmed the Gunners were close to concluding a deal for the 20-year-old, who is set to move to the Emirates Stadium when his contract expires at the end of the season.
Sanogo is hoping to progress in English football, and revealed he snubbed offers from a number of other suitors in favor of Arsenal.
"Arsenal could be a great club for me," he told Sky Sports. "I scored nine goals this season with Auxerre and they think I can improve my level in England.
"I am pleased to be following in the footsteps of Abou Diaby who came through from Auxerre. There are many teams interested in me, but Arsenal is my choice."