The 21-year-old has been linked with a move to the Gunners for month and could leave St Etienne for around £10million.
“I asked myself questions at the end of August after Arsenal showed their interest,” Matuidi said in The Sun.
“An opportunity to join them is not something ordinary. It gives you great self-esteem – it is Arsenal.
“At the end of the season we will have talks, anything is possible.”
St Etienne president Roland Romeyer has confirmed reports that Wenger asked about Matuidi in the summer.
“Wenger called me at the end of August to ask if Blaise was for sale. He didn’t make an offer as Blaise was not for sale,” said Romeyer.
“Next June we will have a meeting with Blaise and his agent about his future.”