The 22-year-old midfielder has long been linked with a move away from the Stade Velodrome, and speculation has resurfaced after club president Vincent Labrune intimated that he would need to sell players in January in order to balance the books.
Loic Remy is another player thought to be on his way out of France, with the forward also thought to be attracting attention from the Premier League.
However, Arsenal's hopes of signing Ayew have been dealt a significant blow, after the player made clear his preference to stay with the Ligue 1 table-toppers.
"I was not aware of Labrune's words. I am feeling very well at Marseille," he was quoted as saying on the official Ligue 1 website. "If the club has decisions to make and want to sell, we will have to get together and discuss the matter.
"However, I repeat that I am happy here. I'm on my way back and I am completely focused on doing well with Marseille."