That is according to his agent and brother, Danijel.
West Ham have received a £35million bid from an unnamed Chinese Super League club for the Austrian. And Danijel says the club should accept after paying 20m to sign his brother from Stoke City in the summer of 2017.
He said: "West Ham bought Marko for peanuts. They paid £20m for him, which is nothing in the current market.
"They bought him to keep them in the Premier League last season and he did that. He took every award at the club; best player, signing of the season and the players' award.
"Now West Ham have a fantastic offer. It is close to double what they paid for him.
"He wants to go to a new market and challenge for titles. This is what he wants. It is his great desire that West Ham accept the offer from China.
"He knows the West Ham fans love him and he has a special connection with them, but things move on, this is the world of sport, and he hopes they can understand.
"Marko is professional and is preparing himself for the Arsenal game. He will give 100 per cent for West Ham. That is Marko. He will never change.
"Until he is no longer a West Ham player, he will give everything to the club. He hopes the fans can respect his wishes."