The winger is set to end his seven-year stay at Stamford Bridge this summer after talks over a new deal ended following months of unsuccessful negotiations.
Willian wants a two or three-year deal in west London but the Blues are only willing to hand him a rolling 12-month extension.
The Brazilian is happy in London and with his family settled in the capital, his representatives suggested the idea of a move to Arsenal.
His agent, Kia Joorabchian, has good relations with the Gunners after negotiating Edu’s return to the Emirates and helping David Luiz make the same move that Willian could make last summer.
However, despite the fact that Willian could sign on a free transfer, Arsenal are said to be shocked at his wage demands.
The Brazilian wants a three-year deal, which would take him to the age of 34 by the end of the contract.
And Willian wants to maintain his current salary of £120,000-a-week for the duration of his stay at the Emirates,…