The Mexican’s form has prompted speculation over a clause in his contract that would allow Arsenal to buy the 24-year-old back.
But while claiming that a move would be possible, Vela is determined to help Sociedad, currently fourth in La Liga, into next season's UEFA Champions League.
"Going back to Arsenal? It could happen at any moment, but I don't want to think about it," he told L'Equipe.
"My life is at Real Sociedad, and it is with that shirt that I want to play in the Champions League next season."