That the Serie A side are keen to recruit Gazidis has been known for a number of months and reports in Italy are now suggesting that the 54-year-old might finally be prepared to leave London and embark on a new chapter of his career.
Arsenal remain confident that he will stay and Emery, the coach Gazidis recruited to replace Arsene Wenger at the end of last season, made it clear that he had certainly not been told otherwise.
"Every conversation I have with him is speaking about us and about our work here every day," he said. "We talk about our performance, about our ideas and our process. About his future we didn't speak. I think it's one question for him."
Emery, who takes the Gunners to Newcastle on Saturday, was much clearer on claims that he had ordered the Emirates Stadium pitch to be heavily watered on the opening day of the season in the hope of thwarting Manchester City.
Pep Guardiola's champions won anyway but Emery denied he had given special instructions to the groundstaff. "I read this week in the newspapers in the match against Manchester City I say to the gardener, ‘Don’t put water on the pitch’ - it’s not true!"
Emery, who has seen Arsenal beat West Ham and Cardiff following defeats by City and then Chelsea, also insisted he had a healthy working relationship with Mesut Ozil, whose non-appearance for the West Ham match sparked claims of a rift born on the training ground.
"I have a very good relationship with Mesut and professionally I push him for improvements to give us the best in his qualities and performances," he said. "I look at him and he looks well and happy, working with our demands every day."
Left-back Nacho Monreal has indicated he is in talks over a new contract. The Spain international, 32, is on course to be a free agent at the end of the season. Emery, however, made it clear he wanted him to stay.
"I am very happy with him because physically, with his performances with us in matches, he is playing at a very good level. That, for me, is very important. We need to find a new contract with him to stay with the Arsenal team."
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