Gunners boss Unai Emery has reportedly included Fraser on his wish-list as he is bracing for a squad overhaul at the Emirates.
Fraser told BBC: "I'm just trying to get on with my work, every player says that and tries to get away from the speculation.
"But at the same time I think the best thing I can do is play well on the pitch.
"There's no point in stuff coming out and then I start to have bad games.
"So I need to get back to what I'm doing, start scoring, start winning again."