The Gunners are working hard to secure additions to the squad ahead of the new Premier League season.
Midfielder Willock is wanted by Newcastle United, while long-serving right back Bellerin has been linked with a move away for several months.
Speaking after his side's 2-1 friendly loss to Chelsea in pre-season, Arteta told the club's website about outgoings: "I don't know [if they are leaving].
"I'm going to coach them and train them, and respect and look after everybody because they are our players.
"Hopefully they can have their minds here and prepare here because they are Arsenal players and our job is to make them as good as we can."