Speaking to the media, Payet said that it 'could be fun' to play for Arsene Wenger's Arsenal in the near future.
"I read that Wenger considers me the missing piece of the Arsenal's game, but he's never told me that!
"We conceded five or six at home against them. When you see them playing, as a technical player, you could only have fun in that team. They're candidates for the title every year," Speaking to RMC Payet said.
West Ham who played brilliantly last season, have struggled so far in the English Premier League so far in this season.
They are placed in the 13th position in the league table, just 5 points above the relegation zone. Dimitri Payet, 29, who is in the twilight of his career is not really enjoying his team's performance.
Payet further added: "The situation at the club affects me, but I'm an ambitious person. I'm in a fight with my club and I'm giving everything for them, to get out of this difficult situation, but I'm not closing the door to anything.
"I miss the Champions League. I've got some great years ahead of me and I want to enjoy them by playing in important competitions.
"If I'm forced to leave West Ham, it will be done according to the rules - the club will have its share of the cake.
"My coach understands that today's situation does not suit me. I will ask the questions at the right time."
Earlier this summer, Arsene Wenger had shown interest in the French player and wanted to sign the star but things did not turn in their favour as the Hammers offered him a long-term contract extension.