Speculation linking the Germany international with a move to the Premier League has gathered pace in recent months, with reports suggesting that the Gunners had placed on the table a lucrative contract offer for the midfielder.
Competition for starting spots at Real is fierce and Khedira, who has largely been unused this term, has to jostle with Luka Modric, Toni Kroos and Asier Illarramendi for a place in Carlo Ancelotti's side.
Khedira, whose contract at the Bernabeu expires next summer, admits he has not held talks with Arsenal and Chelsea over a prospective move.
"It is a known fact that my contract expires," Khedira said.
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Sami Khedira is in the dark over his Real Madrid future
I feel very comfortable in Madrid. I am curious myself to see where I will end up
Sami Khedira
"[The club and I] are always in good contact.
"I feel very comfortable in Madrid. I am not averse to staying.
"There are no talks with other clubs. I am curious myself to see where I will end up."
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