Coquelin has made just five appearances in total for Wenger's side this season and has admitted his lack of action is forcing him to consider his future, with a January move fixed firmly in his mind.
"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," Coquelin told France Football.
"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 for sure the idea of a departure this winter is in my head."