The Cote d'Ivoire international, who impressed in the World Cup despite his country's group stage elimination, was identified by Arsene Wenger as a potential replacement for Bacary Sagna and last month talks with Toulouse over a €9 million deal reached an advanced stage.
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"I've been told that I had already signed with Arsenal. That is not true," he told Foot Mercato.
"All I can say is that the Premier League is the league I enjoy the most. Things are clear. I've always given my preference to England. But I've not given any sort of agreement to anyone. So I'm free to discuss with any club."
Despite admitting that it would be a "dream" to play in the Premier League, Aurier is keeping his options open and claims a move to Paris Saint-Germain or Monaco could be on the cards should he leave Toulouse.
"To play in England is a dream, but sometimes, dreams do not come true," he added.
"So if PSG or Monaco are interested, I can't neglect them. They should see my people and we'll see from there. If ever a transfer occurs, I want a club that can guarantee me playing time.
"I've heard of the interest of PSG. It's a great club, one the best in Europe today. It's one of the top eight clubs today and it's interesting to see that a club who can buy anybody is interested in me. And I'm Parisian, this undoubtedly matters.
"But I leave this issue to be handled by the competent people that I have with me."