The midfielder described the Gunners as the "club of my heart" earlier in January and outlined his desire to leave St James' Park for a team playing in the Champions League.
Newcastle issued a 'hands-off' warning for Sissoko, amid reported interest from Arsene Wenger and Ligue 1 champions Paris Saint-Germain, and the France international now maintains that he is happy at St James' Park, despite his admiration for the north London club.
"Arsenal made me dream when I was a youngster. Patrick Vieira was my idol. I saw myself in him," he told BeIn Sports.
When asked if PSG or Arsenal were interested in signing him, he added: "You will have to ask my agent. For now, I'm a Newcastle player and I am happy at the club.
"I want to play in major competitions and I want to do it with this team."