The 23-year-old Fiorentina striker, who fill line up against England in a World Cup qualifier, has been mentioned as a possible summer signing for Arsene Wenger's side.
"I've heard about Arsenal's interest," Jovetic was quoted as saying by The Sun.
"It's a big pleasure for me to be on the radar of such a big club. I am happy about that.
"I've always had an affinity with Arsenal. It's a major club with a big tradition, one of the biggest in Europe.
"It's not easy to replace [Robin] van Persie, who scored a lot of goals.
"Arsenal have plenty of players who don't score like Van Persie, but are also very good.
"They are still very strong. I often watch Premier League games on TV. It's one of the best leagues in the world and looks tempting for me.
"Maybe one day I will play there but I have a contract with Fiorentina and battling for a Champions League place in Serie A is the only thing I'm thinking about now."