Dolan, who is head of the Royals' academy, took charge of the team for Saturday's 1-0 defeat at Manchester United.
His future with the first team remains unclear as the Premier League takes a break to accommodate international fixtures but Dolan insists he wants to remain at the Madejski Stadium in some capacity.
"I don't know about Arsenal, we haven't discussed it and wouldn't," said Dolan.
"Anton (Zingarevich, the Reading owner) has been fantastic with me and let me get on with it.
"I talked to him the first couple of days and he popped me a text before (the United match).
"They are thinking and talking and they will be pleased with the way things have gone (in the build-up to the United game).
"It's been a really difficult week - for us to put in a performance like that considering the players' relationship to Brian is a credit to them and a credit to all the staff.
"I want to stay at Reading Football Club definitely as some sort of manager, academy or whatever."