Willian has still not agreed new terms with Chelsea, despite having been offered a two-year extension to his expiring contract.
And the 31-year-old now favours a move to Arsenal should he leave Stamford Bridge, the PA news agency understands.
Willian has had offers from clubs in America's Major League Soccer, with Tottenham having monitored the situation.
But Mikel Arteta's Arsenal are now considered to head the queue for his services.
Chelsea boss Frank Lampard has been clear all season that he wants to keep Willian in west London, with the highly regarded winger notching nine goals and laying on seven assists in this term's Premier League.
But the former Shakhtar Donetsk forward has been holding out for a three-year contract, with Chelsea only having offered two-year terms.