The Hungarian wide-man has been one of the Eindhoven outfit's star performers in 2009/10, scoring eight and setting up 13 goals in 23 league appearances.
The 23-year-old flanker is contracted to the club until 2013. However, he is not one of the highest paid players at the Phillips Stadion.
And Dzsudzsak - capped 24 times by Hungary - has revealed that he wants an improved deal with the side currently one point ahead of Steve McClaren's FC Twente at the top of the table.
"My agent is coming over in the coming days to discuss my future. I'd like to sign an improved contract at PSV," he told De Telegraaf.
"However, there are plenty of other options for me."
The left-sided midfielder claimed last summer that Gunners' boss Arsene Wenger was interested in taking him to the Emirates Stadium.
Arsenal scouts were believed to have been present to witness the starlet shine in PSV's 4-3 win against Ajax.
"I have received the news that Arsenal has formally made an approach for me,” he told Hungarian website sporthirado.hu.
“Now, what can I make of this? Of course, I do not want to get ahead of myself.
“But if such a club is interested in you, there is nothing wrong with being proud of such a thing.”
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