The centre-back has long been linked with a transfer to Emirates Stadium, but he signed a long-term contract extension at Ewood Park in February.
Samba, though, was quoted as saying that it would be a 'big lie' if he said he was not tempted by the opportunity to join a club who play in the Champions League.
The Sun credited the 27-year-old as saying: "A player who has no ambition to play at a higher level has made a mistake and chosen the wrong sport.
"I don't know what is happening with Arsenal because I am not dealing with it and it's not my problem.
"At the minute I am still at Blackburn but it would be a big lie if I told you 'everything is good and I don't want to play in the Champions League'.
"I don't know what the board and the manager at Blackburn are planning or what provisions they have made for signing new players.
"It is difficult for me at the moment because I'm just waiting to see what happens and concentrating on my preparation for the new season."
But the angry Blackburn captain has denied making any such statement and insists the quotes and incorrect.
Samba wrote on his personal Twitter account: "The declarations about me are totally false - never said that.
"I'm a Rovers player and will never mention other clubs - it's disrespectful. Not happy right now."
Source: Team Talk
Source: Team Talk