The 20-year-old is frustrated at a lack of first-team chances at the Emirates. The youngster impressed while on loan at Lorient last season.
Coquelin said: “I thought I had a shot to play so I decided to stay at Arsenal.
“I played a lot at first, even big games, but when players came back from injury I just disappeared.
“It is often said that when you are young you have time but I played a whole season at Lorient and now I’m virtually not playing at all. It’s annoying.
“Given my playing time here, the idea of a departure this winter is in my head for sure.”
