The Sweden international is eager to see a move to the Gunners happen, but Sporting are currently pricing him out of the switch.
Speaking to France Football, Gyokeres said: "It's football, you never know. I'm not thinking about it (his departure), we'll see what happens. If something is going to happen, it will happen. The most important thing for me is to play for a club that really wants me."
Gyokeres had a spell on the books at Brighton, but never managed a Premier League appearance.
On Arsenal and the Premier League, Gyokeres also said: "It's one of the biggest leagues in Europe. I spent several years there without being able to play a single match. So, of course, it's something I would like to do. It would be a great revenge."
Asked about comparisons with Harry Kane and Erling Haaland, Gyokeres is adamant he now sits at the same table of the world's great strikers.
He added: "I'm definitely one of them. It's difficult to rank me, but yes, I'm at the same table as them now."