He has made just five appearances in total for boss Arsene Wenger this season and has admitted his lack of action is forcing him to consider a January move.
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."