Aurier has been linked with several clubs in England, including Aston Villa and Newcastle, while reports in France claim Chelsea watched the Ivory Coast international against Toulouse last weekend.
Arsenal, though, are reported to be considering a move for Aurier as a possible replacement for Bacary Sagna, who is out of contract at the end of the season.
The 21-year-old told Foot Mercato: "You cannot refuse Arsenal. You can ask any player if he would play for Arsenal and I think he would respond positively without hesitation.
"It is certain that Arsenal is a dream."
Regarding the interest from other Premier League clubs, the right-back added: "It's clear that it's good, even if there is nothing concrete. It doesn't leave me indifferent that my profile is of interest to ambitious clubs. But it doesn't distract me."
Ligue 1's top two Paris St Germain and Monaco are also rumoured to be interested in Aurier, but the defender is keen to try a different league.
He continued: "PSG and Monaco are building and, within two or three years, may be the best teams in the world.
"But I'm talking more in terms of the championship, I would like to see another championship. It is not a question of the level of teams, it's just that there are other interesting championships.
"England is a championship where smaller clubs can beat the bigger clubs. Everyone would like to play there, this is a championship which is a little crazy, with a great atmosphere in the stadiums.
"This is the league that suits me the most, in terms of my commitment, my playing style. Later, Germany and Spain may also be pleasant."