Musa, 23, impressed with Dutch club VVV-Venlo during an 18-month spell, before earning a move to CSKA in January 2012, where he has thrived ever since.
The pacey forward, who can play out wide or up front and use his blistering speed to trouble defenders, has hit 46 goals in 153 games for CSKA, becoming one of the most dangerous players in Russian football in the process.
With 11 goals in 56 appearances for the Nigerian national team, Musa has also impressed on the international stage, and a move away from CSKA should be on the horizon.
Now, Musa has spoken about his future, and revealed the club he would love to sign for - Arsenal. As quoted by The Sun, Musa admitted that he has supported Arsenal since the age of six, having been a huge fan of his compatriot Nwankwo Kanu.
Whether Arsenal are interested in Musa remains to be seen, but the diminutive attacker did reveal that one Premier League club did attempt to sign him in January.
Musa says that Premier League leaders Leicester City were interested in his services, but he intends to wait until the end of the season before deciding his future.
"I cannot sit on the bench. So I will have to go to the Premier League club that will believe in me," said Musa. "I would be happy if I was wanted by Arsenal. I have supported the team since the age of six. Nwankwo Kanu has been my idol since childhood. It will be fantastic to play for Arsenal."
"I will not hide it – Leicester actually came to our club. But I repeat that I want to finish the season with CSKA to help them to win a championship, and then think about changing team," he added.
Would Musa be a good signing for Arsenal or Leicester?