The 23-year-old has excelled this term, scoring three times in 26 league appearances having joined the club last summer from French minnows Clermont.
Asked if it's true that Nasri wants him at the Emirates, Benatia said: "Yes. He wants to do it. When I was in France, at a small club, he said to me: 'I am going to talk to Arsene Wenger'. And I told him that he was crazy. Now he is ever more decisive.
"We're great friends. We got to know each other in Marseille. We shared a room. Now we talk a lot on Blackberry messenger."