Wilfried Zaha said "I can't control everything everyone does" in response to a video on Instagram in which he appears to point to a 'Zaha to Arsenal' sign.
The Crystal Palace winger was heavily linked with a switch to Arsenal, the club he supported as a youngster, prior to the 2019-20 season but the Gunners instead spent big to sign Nicolas Pepe from Lille.
In the Instagram story, which went viral on social media, Zaha was seen in a club in front of the sign in the background alongside the caption "So me and Wilfried Zaha have a message for you guys @Arsenal".
Zaha has since posted a story on his own account, playing down his involvement by writing: "I'm just enjoying my time off and can't control everything everyone does."
The same user who posted the original video later added a message to say Zaha "had no partake in the banter".
Zaha's long-term future at Selhurst Park has long been in doubt, with Everton having been credited with an interest in the January transfer window.
Speaking last month, Palace boss Roy Hodgson admitted Zaha had revealed his desire to seek a new challenge.
"Wilf has made it clear, ever since I came to the club really, that he would relish a move and would like to move on and find some pastures new," Hodgson said.
"But he's a very valuable player and the club realises his value and appreciates his value and so really everything will depend I guess – as it always does – [on] what sort of offers the club is going to receive for him and how they will equate that with the need to keep him or the need, maybe, to satisfy his wishes, and allow him to go after giving good service to the club for a period of time."
The 27-year-old forward has also been linked with a potential switch to Paris Saint-Germain after a campaign in which he was an ever present for Palace in the league as they finished 14th in the Premier League.
Zaha scored four goals and laid on five more during the campaign.