Speaking to a French radio station, the out-of-contract right back said, "I don't think I stay at Arsenal at the end of the season."
Bacary Sagna has suggested he is likely to leave Arsenal when his contract expires at the end of the season.
The future of Sagna has been the subject of widespread speculation in recent months and a host of clubs, including Manchester City and Inter, have been linked with the 31-year-old fullback.
Sagna, who joined Arsenal from Auxerre in 2007, now appears set to end his stay at the Emirates Stadium.
He is quoted as telling French radio station Europe1: "I'm out of contract, as everyone knows. I still consider myself as an Arsenal player at present. But actually we had a small problem to agree (a new deal), and I don't think I stay at Arsenal at the end of the season."
A regular fixture under Arsene Wenger since his move to London, Sagna has made 284 appearances for Arsenal.