Thierry Henry wants to stay at Arsenal, but is loyal to New York Red Bulls, according to Bacary Sagna.
Henry's loan return to the Gunners will come to an end after the UEFA Champions League last 16 first leg against AC Milan on Wednesday night.
The Frenchman is a legend at Emirates Stadium and has enhanced his reputation as their record goalscorer with another three goals in six games during his second spell at the club.
Manager Arsene Wenger has admitted he tried to extend Henry's loan, which began in January, and the striker was also keen to remain in England.
Team-mate and compatriot Sagna told L'Equipe: "He would like to stay, but he wants to be loyal to New York."
Henry has also confided in strike partner Robin van Persie about the pleasure of being back at Arsenal.
Gunners captain Van Persie said: "During his whole career he has had to be focused, score, and repeat it over and over again, without having time to stop and enjoy the moment, because he worked like a machine.
"But he told me, for the very first time, he really had fun."