The 22-year-old was confirmed as a Gunners transfer target earlier this week by Athletico Paranaense president Mario Celso Petraglia, but he believed Arsenal would not make a move until the summer.
"Arsenal are interested, but will only make an offer towards the end of the season," he is quoted as saying.
However, concerns that he could move elsewhere have sparked the notoriously-slow Londoners into action and they could be tempted into bringing forward a bid for the Brazil Under-23 star.
Goal Brasil claim Arsenal will accelerate their pursuit of Guimaraes and eye a January deal with Edu leading talks with Athletico Paranaense, who have already rejected a €20 million bid from Benfica.