The 25-year-old, who is currently on international duty with Colombia at the Copa America, impressed for the Latics last term, scoring nine times as Roberto Martinez’s side eventually did enough to secure a seventh successive season in the Premier League.
Gunners boss Arsene Wenger is still looking to strengthen his side’s attacking resources following the signing of Gervinho from Lille,and Rodallega is thought to be a preferred target, for he will likely be available for a reasonable fee as a result of having just one year left on his current contract.
The player himself is admits he is excited by the North Londoners’ interest, but insists he will not get carried away until he receives a formal approach.
"Arsenal are interested in me and this is a club I have always liked," he told reporters.
"There are many teams interested, it's true. Villarreal and Sevilla also have some interest, and Everton of England.
"There is a lot of speculation but my future at this moment is at Wigan.”
He may have 12 months remaining on his current deal, but Rodallega is confident he and his club will have no problems parting ways if an attractive offer comes in.
“I have signed for one more year in Wigan but if the club decides on my sale that is no problem if the subject is positive for all parties."
