Having scored 30 Premier League goals to fire the Gunners to third place in the Premier League, Sagna believes the Dutchman will decide to commit his future to Arsenal.
He told the Daily Mirror: "I'm confident Robin will stay. He was a complete professional from the beginning until the end (of the season) and helped us into third.
"We want to keep him. Everyone is so grateful to him for what he's done for the club and how important he is.
"He is our captain and takes his role and responsibilities very seriously. He gives everything as a player and captain."