The Colombia goalkeeper has been linked with Boca Juniors.
And speaking to golcaracol.com, his agent Lucas Jaramillo admitted that he was "uncomfortable" with his situation at the Emirates.
Jaramillo said: "David has had an excellent World Cup, it has been very important for him.
"It is not a lie for anyone to say that he finds himself uncomfortable at Arsenal.
"There are several clubs interested in David, but leaving Arsenal is not easy.
"They're a team that pays well and asks a lot for the player and we must add that he has a contract for two more years.
"The priority is Europe, but as I say, we have to wait."