The 37-year-old is expected to retire after Wednesday's Europa League final loss to Chelsea, who have reportedly lined up the Czech to take over as sporting director next season.
But Cech says he remains an Arsenal player until his contract expires.
"It's the most disappointing thing. I wanted to lift the trophy and then sit down," Cech told BT Sport.
"At this point, I won't decide on the issue, I'm still an Arsenal player."