Both European giants are chasing the France international ahead of the winter market.
But a source close to Sagna told Futbol Mercado: "It is true that Juventus are interested in him, but he does not want to leave Arsenal. Although Juventus are a great club, he's not interested in leaving, because his aim is to win a title with Arsenal, so there will be no negotiation in this regard.
"Are other clubs interested? Sure, I could confirm he was on the short list of Real Madrid when they were looking for a right back. In fact, Real Madrid asked for him, though it was an impossible bargain because he would not leave."