The 34-year-old has received an offer to stay with Zenit and work within 'club's system' but has yet to decide on his future.
"I have mixed feelings and emotions at the moment," the newspaper Moskovsky Komsomolets quoted the player as saying.
"I don't want to speak about what has not happened yet and what is not certain to happen in the future."
In the summer of 2013, the Russian permanently returned to Zenit after an initial loan having spent about four years at Arsenal.
Last season he helped the club win the 2014/15 Russian Premier League title.