The Frenchman grew up supporting Marseille and after a season of disappointment at the Emirates, the 31-year-old has been touted as a potential transfer target for the Ligue 1 side.
But, speaking to French broadcaster Telefoot, Koscielny reiterated his commitment to Arsenal and pointed to the new contract he signed at the club last November.
“I have a contract with Arsenal, I even signed an extension last November [the club confirmed the deal in January] until 2020,” Koscielny said. “I feel very good over there.
“I have always said that I was a Marseille fan when I was younger. When a mythical club like Marseille contact you, it is good. But will I sign for them? I have no idea at all.”
Having established himself as one of the Premier League’s top centre-backs during his time at the Emirates, Koscielny has been linked with a move away from the club on numerous occasions throughout the past seven years.
He joined Arsenal from Lorient for a reported £8.45m in 2010 and has clocked up 290 appearances for the club since then.
Koscielny revealed last month that he requires daily treatment on a long-standing Achilles injury he first sustained in October 2014.
He was diagnosed with chronic tendinitis in both feet by the French Football Federation during an international break.
“I have some problems,” he said. “Now it is better. I know it is a difficult injury because you need to work every day on this. Every morning I have my treatment for my Achilles and I know I need to do this to the end of my career.
“Now, every day I do this and it is OK but sometimes with all the games we play every three days, it is difficult and I need to have a rest to recover well for my Achilles. That’s why last time I was injured but now it is OK with this.”