This isn't the first time the Saints midfielder has been linked to the Emirates.
Arsenal have been consistently linked with fellow Southampton midfielder Morgan Schneiderlin for much of the last 12 months, with the 25-year-old Frenchman making another step up in performances this season both with the Saints and for the France side.
But it appears Arsene Wenger has also turned the head of Kenyan star Wanyama, after the former Celtic man appeared on TV back in his home country admitting interest in a switch to the Emirates.
"It would be nice to move to Arsenal," the Mirror report the 23-year-old as saying.
"But at this moment such decisions can only be made by Southampton and that is where my concentration as a player is."
A comment like that will do little to convince Saints fans that he is not eyeing up a move away, and yet Wanyama has already been forced to deny any association with the Gunners in recent months.
The Mirror quoted him as saying back in April: “Wenger has been talking about me. And he has let it be known he would like to sign me this summer. Arsenal are a great club and I’d love to play Champions League football as I loved being on that stage with Celtic."
But the midfielder then denied ever making such a claim, replying: "I have to make it clear that I have not said what as been brought up today am professional and will never say that. To cut the story short have never spoken to Wenger."
Clearly there has to be some interest there, either from Arsenal or Wanyama's side, or both, and with Wenger still yet to make a significant defensive midfield signing in the last couple of years, it could be that Wanyama is the man he has his eye on, rather than Schneiderlin.
That wouldn't be a bad thing for Gunners fans, with Wanyama in outstanding form over the last two seasons, but Southampton supporters must be getting sick of one of their players continuing to discuss joining another side, even if it is coupled with a token, "but for now I'm at Southampton."