The 22-year-old frontman is reported to be registering on the Gunners’ radar ahead of the January transfer window.
A £15 million ($19m) move is being mooted, with Unai Emery looking to bring even more firepower into The Emirates Stadium.
Wesley has netted seven times in 15 Belgian top-flight appearances this season, leading his manager to concede that interest is to be expected in a player capable of gracing a grander stage.
Brugge boss Ivan Leko told La Derniere Heure of the Brazilian striker: “I'm sure Wesley has the level to play at Arsenal.
“He can be proud of what he's been doing for the last six months; he's working hard and he's reaping the rewards, but to play in the Premier League you have to work harder every day.
“If I'm worried about the rest of the season, there are smart people at the club who are preparing for the future and anticipating.
“What will happen with [Emmanuel] Dennis, Wesley or [Hans] Vanaken in the next transfer window? I do not care yet.”
Arsenal need to start planning reinforcements for upcoming windows as they are preparing to part with two senior stars.
Danny Welbeck is also said to be heading towards the exit door, with the Gunners taking the decision not to offer him fresh terms as he nurses his way back from a serious injury.
The impending departure of the England frontman will create an attacking void that an addition of Wesley’s ilk could fill.