It appears that he finds the offer from an unnamed Chinese club as the most appealing, according to a statement from his agent.
Manuel Pellegrini on Thursday dismissed suggestions the 29-year-old could leave the club this month but having admitted in November the forward would like to test himself in the Champions League, Arnautovic's brother Danijel, who also acts as his agent, released a statement which asks for them to allow him to move to the Chinese Super League.
Arsenal welcome back a host of injured players as they make the trip across London to play West Ham in the Premier League, live on Sky Sports. "They paid £20m for him, which is nothing in the current market", read the statement.
They bought him to keep them in the Premier League last season and he did that. "He took every award at the club; best player, signing of the season and the players' award", added Danijel Arnautovic.
West Ham should be keeping Arnautovic in an ideal world given he's a major presence in attack, but teammates Javier Hernandez, Lucas Perez or Andy Carroll are not putting serious pressure on him for a starting position. It is close to double what they paid for him. Saturday is a new challenge. This is what he wants.
His agent says the Austria global will continue to give his all to West Ham while he remains contracted to the club, but that he hopes a deal can be reached for a move to China.
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"They want to continue playing the way they have been so far and I am sure he will have his head in the game against Arsenal".
"Until he is no longer a West Ham player, he will give everything to the club". That is Marko. He will never change.
"You choose a club and a project because of the ambition, and I think that West Ham has everything to be one of the biggest clubs", he said.
The club will attempt to lure Arnautovic, who turns 30 in April, with wages understood to be £200,000 a week over a four-year contract.
While West Ham would certainly have the funds available to sign a replacement during this window, recruiting prolific strikers can be very hard mid-season.
"It took him a while to realise how good he was and he grew up a little bit as well".