The France international right-back's future has been the subject of much speculation in recent months, as his Arsenal contract expires at the end of June.
Sagna has been heavily linked with a switch to Premier League champions Manchester City, and the 31-year-old has now gone public with his desire to depart the Emirates Stadium.
The former Auxerre man also indicated his next move will be announced sooner rather than later, as he wants his future to be resolved before the FIFA World Cup begins next month.
"It's no longer a secret - I will leave Arsenal for sure," Sagna, who is currently with the France squad ahead of the tournament in Brazil, told L'Equipe.
"They tried to make an effort, but the discussions have not gone in the direction I wished.
"There are a lot of calls, a lot of speculation.
"I'll sort it all out before the start of the World Cup."
Sagna signed for Arsenal from Auxerre in July 2007, and made over 300 appearances for the club - his last game being the FA Cup final victory over Hull City earlier this month.
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