The Republic of Congo international has previously spoken about his desire to leave the Lancashire club, following the sacking of Sam Allardyce. But he did put pen-to-paper on a new contract in February, which doesn’t expire until 2015.
The Gunners do still lead the race to sign the towering 27-year-old, but London-rivals Tottenham Hotspur are also believed to be considering a bid.
And Samba himself admits that it may be time to move on from Blackburn, after being at the club since his transfer from Hertha BSC in 2007.
He said: "Everybody knows that I am an ambitious player. I am at an age now where I want to try to do something. You only have one career and it would be a shame to not make the best of it.
"I think a move to Arsenal was very close in January, but that is life. You have to continue.
"I am happy at Blackburn, but I will study any opportunities that come my way this year. I'm not trying to move away, but of course I would look if it is the right thing for me.
"If it happens, it happens, but it wasn't meant to be and football is like that. I committed myself to Blackburn and will always do my best."
Thanks to a stellar display against West Ham at the weekend, which Blackburn manager Steve Kean described as 'absolutely fantastic', Samba may have raised his stock following a number of match-saving tackles.
Samba has made 142 appearances for Blackburn Rovers, scoring 14 goals in the process.
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