The forward, who has just one league goal this season, has dismissed speculation linking him with a move to north London and insists he is happy at Stamford Bridge.
The Senegalese striker has started just two Premier League games this season for the Blues, with Fernando Torres and Samuel Eto'o regularly preferred by Jose Mourinho.
Reports have linked Ba with a switch to the Emirates Stadium, a side he allegedly came close to joining on loan during the summer, but he insists he is staying put.
"People talk a lot about me joining Arsenal, but there has never been an approach from them," Ba told The Sun on Sunday. "There is nothing going on in this regard. Things are OK for me at the moment.
"It's working, as the situation is turning around for me here bit by bit. You just need a bit of time to adapt when you change clubs. I've been in a process of adaptation while moving between West Ham, Newcastle and Chelsea. But as soon as I'm given the chance to prove myself, I take it. So the fact that I've often been on the substitutes' bench is nothing serious."
Ba has scored three Premier League goals in 22 appearances for the west London outfit since joining from Newcastle United at the start of the year.