West Ham are battling to hang onto talisman Arnautovic, subject of a £35m bid from a Chinese Super League club, believed to be champions Shanghai SIPG, who are also prepared to pay him over £200,000-per-week.
But Antonio told Sky Sports, “Obviously there is interest, everyone knows that Marko wants to go.
“He's massive for the club, I think he's joint top goalscorer, he's a massive player for us, the fans love him.
“It's just one of those things where in his life right now he feels this is another step for him.
“I think he's going to probably one of the best clubs over there [in China] and might be able to win some trophies.
“And he might just feel like before he retires he just needs a new step and this might be the step that he wants."