Dani Ceballos has told Arsenal boss Mikel Arteta he wants to end his loan.
Carrusel Deportivo says Ceballos is seeking an early end to his loan from Real Madrid in a bid to strengthen his chances of making Spain's Euro 2020 squad.
He has told Arteta of his desire to leave.
Ceballos has also spoken to Madrid about his desire for a new challenge and they will look into the possibility of ending the loan agreement this month.
Interest in the 23-year-old is thought to be high as he looks to push his way back into Luis Enrique's plans for the summer.