Having already signed Laurent Koscielny this summer, Arsene Wenger has been repeatedly linked with Colombia international Zapata following his strong displays in Serie A.
The Gunners need replacements for Sol Campbell, William Gallas and Mikael Silvestre and they are expected to sign at least one more defender before the end of the transfer window.
Wenger will therefore be encouraged that Zapata's representative, Massimo Italiani, thinks that the 23-year-old is more likely to move overseas than stay in Italy as he enters the last two years of his Udinese contract.
"I don't know what will happen this summer, it's still unclear," Italiani is quoted as saying by the Daily Star Sunday.
"There are a number of clubs that are interested.
"At the moment it's more likely he will move abroad than sign for another Serie A club. A move to play in England would be a dream."
Italiani said earlier in July that he had received interest from clubs in Zapata, but that there had yet to be any offers.