The Brazilian left-back has been in and out of Arsene Wenger's side this season and with reported interest coming form clubs in turkey, where he played with Fenerbahce prior to his move to North London, he feels he may be better off elsewhere.
"My idea is to stay in Europe. I want to keep playing, wherever it might be," Santos told Esporte.
"I still have many objectives on this continent, some clubs from Turkey have called me, but there is nothing concrete.
"If there is any interest from Sao Paulo, we'll talk as I'm professional, but there was nothing."