The 19-year-old has impressed in the Championship, following his 1.5million euros move from French side Strasbourg in the summer.
“I have heard about Arsenal’s interest in the press, and that is very exciting to be honest,” Schneiderlin told Setanta Sports.
He continued: “But my agent is currently on holiday so I have not had the chance to speak with him, although I will when he returns. I am waiting to know what is going to happen.
“Moving there? Yes, no…we will see if something is made to happen. To be honest I feel good at Southampton, as I’ve learned a lot in 10 games.
“I am aware I must improve in some areas of my game and Arsenal may be the best place to do it, but I can develop as a player at Southampton, too.
“Seeing my name and Arsenal’s in the same phrase makes me happy, as their football is what I like watching. They are one of the clubs that a footballer cannot refuse to join.”
