Al-Hilal have made an enquiry about the 22-year-old who scored 39 goals in 87 games for Leipzig since joining the German club two years ago. The promising striker has been linked with a number of sides, including Arsenal and Manchester United but no confirmation on his future has been made as of yet.
However, Sesko intends to stay in Europe and this decsion has been backed by Kek who pleaded with him to stay away from Saudi Arabia until he has matured a little more.
"Benjamin Sesko and Saudi Arabia? I would advise him to never go there. At least not at his age," he said after Slovenia's 2-1 friendly win over Bosnia and Herzegovina on Tuesday.
"This (the interest) is a great recognition, these are clubs that mean a lot. It's not that I underestimate the Saudi Arabia league, on the contrary, I worked there at Al Ittihad and the club is still a part of me.
"I also watch the league regularly but the time will come for Sesko for that. I am convinced that Benjamin himself and the people who care for him will be smart enough to find a solution.
"And that is for him to go somewhere where he can play football, because that is the only way he can be happy."
Sesko has missed both of Slovenia's friendly wins against Luxembourg and Bosnia this month as he recovers from a small knee injury. Despite this knock, the Gunners are still keen and look to be leading the way for the striker which would please many fans who have been crying out for a true No.9 for some time.