The 27-year-old has also admitted he could leave Blackburn in the summer.
He said: “Everybody knows that I am an ambitious player.
“I am at an age now where I want to try to do something. You only have one career and it would be a shame to not make the best of it.
“I am happy at Blackburn, but I will study any opportunities that come my way this year.
“I’m not trying to move away, but of course I would look if it is the right thing for me.
“I think a move to Arsenal was very close in January, but that is life. You have to continue.
“If it happens, it happens, but it wasn’t meant to be and football is like that. I committed myself to Blackburn and will always do my best.”