The transfer window may be shut in England but clubs throughout the rest of Europe have until Friday to strengthen their squads and Lacazette senses an opportunity to earn a move away.
The Frenchman has struggled to force his way into the starting eleven since Unai Emery took charge and has been on the bench for the opening three games.
Lacazette came on as a substitute during Saturday's victory over West Ham with the scores at 1-1 and speaking afterwards revealed he is desperate to play week in, week out.
"I knew I could help the team," he said. "What I do is different to everyone else. I just want to play and help my team all the time.
"The manager just told me to play my game and said we will win if I play well."
It is unlikely Arsenal would sell as they are unable to draft in a replacement but that is not stopping speculation suggestion a shock move could be on the cards.