The Belgium midfielder has one year left on his Leicester contract but has been strongly linked to the Gunners, with boss Mikel Arteta keen to strengthen his squad this summer.
Tielemans told Belgian publication Het Belang van Limburg in March that he was happy at Leicester before adding he would “study my options in the summer and make a decision”.
He scored for Belgium in their 1-1 Nations League draw with Wales on Saturday and was asked about his future after the game.
Asked if he had any worries about his future, Tielemans, who has made 158 appearances since joining Leicester from Monaco in 2019, replied: “No, not at all and I don’t think this is the moment and place to discuss that.
“I have expressed myself on that before and there is nothing new.”
Tielemans’ goal at the Cardiff City Stadium was his fifth for Belgium in 51 appearances and his first at international level since November 2020.
The 25-year-old, scorer of the Wembley wonder strike that won Leicester the FA Cup in 2021, has vowed to add more goals to his game.
“At the moment that is the best one,” Tielemans said of his cup final winner against Chelsea 13 months ago.
“Hopefully I have got still a bit more years ahead of me, so maybe there will be another one that will come like that.
“If I can add more goals to my game then, of course, it will help the team more and I will be happy.
“With the national team we always play with a different system than we play at Leicester.
“The manager (Roberto Martinez) has asked me to try and join in the attacks sometimes when I feel I can do that.
“It is different and adapting myself. I just need to adapt tactically.”
Tielemans says he is hungry to win trophies at club level, just like his countryman Kevin De Bruyne has done at Manchester City.
Belgium team-mate De Bruyne has won 10 major trophies under Pep Guardiola at City, including four Premier League titles.
“That is just natural when you are in the game, you want to win trophies,” Tielemans said.
“That is the best feeling to win trophies. Obviously every player would say the same, definitely.”