The Daily Mail says Arsene Wenger thought a deal to sign the Senegal striker on a season-long loan deal was in place on Monday night after hours of negotiations between the clubs.
It is understood Ba’s move across London was so far advanced that Arsenal had arranged the former Newcastle forward’s medical.
Wenger was desperate to sign a centre-forward on Monday, knowing Olivier Giroud is currently his only fit recognised striker.
And Chelsea’s decision to end the deal meant Arsenal had no time to pursue alternatives, leaving Wenger worryingly short of attacking options.
For the big stories and the banter follow us on Twitter: @tribalfootball