The France international is being linked with Bayern Munich.
"I'm fine at Arsenal, if we have the ambition to fight against the other teams, I would of course stay here. It is psychologically difficult. We are constantly under pressure if Arsenal are not in the Champions League, it is a disaster," Koscielny told Eurosport.
"I must see if clubs are interested in me. I will not go to any club. I might want to explore a different league. Paris (SG)? There has been no contact yet. It's hard not to win titles year after year. We are competitive people, professionals, we want to win. I want to expand my resume. If I cannot make it at Arsenal, I will seek a move elsewhere."