The Latics are said to be holding firm over their valuation of the striker and are insisting that at the very least, Mexican international Carlos Vela moves in the opposite direction.
Speaking to the Sun, Rodallega said: “I don't know if I'll stay at Wigan but I do know Arsenal have made an offer for me.”
Rated at £15 million, Rodallega is also attracting interest from Aston Villa.