The Mexican has been in great form of late with five goals in his last six games, including a brace in Saturday's 2-2 Primera Division draw at Espanyol, and hopes a deal can be agreed with the north London club at the end of the season.
Speaking ahead of Tuesday's home game against Real Betis, Vela told Diario Vasco: "In every game, whether I play well or badly, I am not thinking about what Arsenal think of me.
"I give all my effort for Real Sociedad. Afterwards I will talk with them and make a decision. The best thing is for me to enjoy every moment that is left.
"From my point of view, from a footballing and lifestyle standpoint it is better to stay in this league.
"I have a contract with an English team and if I have to return there I will adapt, but if I could stay here I would be happier."