The Gunners forward has long been linked with a move away from the Emirates following stalled contract negotiations.
With just a single year remaining on his current Arsenal contract, Alexis has been heavily linked with a move to Manchester City, while Bayern are also said to be looking to secure a deal.
The 28-year-old Arsenal star struck 24 Premier League goals for the north London club last season, with a further six coming in cup competitions.
"We’ll see if Alexis is coming," Vidal told Bild. "I do not know yet, I know him very well. He is a spectacular player. And with him, we would surely improve.”
“We already have a lot of top-level players. We are the best club in the world."
Alexis is just one of a handful of players who could face an Arsenal exit this summer as Arsene Wenger prepares for a season of change.
Mesut Ozil also sees his contract expire next year, while the likes of Alex Oxlade-Chamberlain, Aaron Ramsey and Theo Walcott have all had their club future thrown into doubt.
Olivier Giroud has been linked with a move away from the Emirates club, with West Ham supposedly preparing a £20 million offer for the France international.
Jack Wilshere, Per Mertesacker and Santi Cazorla all face uncertain summers, with their contracts also expiring in 2018.