The Pole, who came through the ranks in north London, has been touted with an Emirates return.
Szczesny is currently the Italian side's No 1 and Arteta could be on the look out for a new goalkeeper amid reports he will listen to offers for Bernd Leno.
Arteta said: "I think it's very important to have people that they've been here, that they have the experience, that they are well respected here.
"We have a lot of them as well around the training ground, at the stadium. So I don't know if Jack refers more to the type of people or players, or just people that are recognised with the DNA of the club."
He went on to say: "Honestly I cannot talk about an individual" when pressed on the Polish goalkeeper.