The 30-year-old right-back has been an important member of the Gunners squad since arriving from Auxerre in 2007.
However, there have been sustained reports this summer that Sagna, now in the final year of his contract, could soon be leaving the Emirates Stadium.
Paris St Germain, Monaco, Galatasaray and Anzhi Makhachkala have all been linked with the France international, who insists he is not going anywhere.
"I enjoy playing for Arsenal," Sagna told reporters. "I love my team and I always give my best.
"I'm still here. Many people were talking about me going back to France but I'm still here and I'm looking forward to a big season with Arsenal.
"Last season was difficult. I only had one year left and people were looking at that and maybe thinking I would leave.
"But I tried to stay as calm as I could. Now I will work hard in pre-season and have a good season for Arsenal."
Sagna has endured a tough time over the past two years, spending large chunks of time on the sidelines after twice breaking his leg.
The France international is now looking forward to a "new start" this season - a campaign in which he believes Arsenal can end their eight-year quest for a trophy.
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- Anzhi Makhachkala