The player was speaking from the Russian club's preseason training camp in the United Arab Emirates.
"Media reports reaching me here in Dubai are contradictory," he told Sport Express. "I am still waiting for a final resolution to the situation, but I am aware that my chances of a move are decreasing."
Arsenal manager Arsene Wenger has dismissed earlier reports that the north London club and Zenit have agreed on a price for the 27-year-old forward.
However, Zenit officials say only Arshavin's unwillingness to accept a wage cut is holding up the move. They have also suggested that he should repay half of a $5 million bonus paid to the player in 2006 for signing a four-year contract.
"The contract has only been half fulfilled, and therefore it is logical that he should return half of the sum to Zenit," the club's general director, Maxim Mitrofanov, told Sovetski Sport.
"Arsenal cannot raise their offer above 15 million pounds [$21.5 million]. For Zenit, 18 million pounds would be an acceptable sum. Where can we find the extra three million? According to the English club, Arshavin is asking for salary of 3.5 million pounds a year after tax. If he agreed to 2.5 million, Arsenal would save four million in four years, and three of these could be transferred to Zenit," he went on.
"The question therefore arises - what does Arshavin really want? To play his favorite sport or to enrich himself financially?" Mitrofanov said.
Arshavin was linked with a number of clubs, including Barcelona and Tottenham, in the summer after leading Russia to the semifinals of Euro 2008. However, Gazprom-controlled Zenit subsequently turned down a number of offers, reportedly in excess of $30 million, as "too low." Although they have since dropped their price, a conclusion to the long-running saga hardly seems closer. The transfer window closes at 5:00 p.m. GMT on February 2.