The France international has been linked with a move to the Emirates Stadium this month, having impressed in the Premier League since arriving from Toulouse two years ago.
And the 25-year-old revealed he has ambitions to achieve more in his career, including winning the Champions League
"I remain focused on Newcastle," he said in an interview with Telefoot. "If something should happen, it will happen.
"England remains my priority. If (Arsenal boss) Arsene Wenger calls me? We will have a discussion man to man. Arsenal has always been the club of my heart."
Sissoko, who has 27 caps for France, said his dream was to play for a "big club".
He added: "I would love to win the Euros (in 2016) with France and the Champions League too. I want to continue to go further and higher."