The 23-year-old Brazilian has established himself as an important player for Roma since joining the Serie A club and is under contract until June 2030.
His performances have now attracted interest from three Premier League sides, with Arsenal joining Manchester United and Newcastle United in the race for his signature.
According to AsRomaLive, the three clubs are assessing the defender as they consider potential reinforcements for future transfer windows.
Arsenal's interest comes as Arteta's side look to build on their Premier League title success while also competing for major honours in Europe.
The Gunners are understood to be particularly keen to add another player capable of operating on the right side of their defence, making Wesley an attractive option.
The Brazilian's versatility is one of the factors behind the interest. His ability to operate as a wing-back has become increasingly valuable in modern systems, while his performances in Italy have strengthened his reputation.
AS Roma, however, have little reason to make life easy for potential suitors. Wesley remains tied to the club until 2030 and has become one of the important players within the project.
Manchester United and Newcastle are therefore also expected to remain involved as the competition develops.
For Arsenal, the challenge will be deciding whether to accelerate their interest or wait until a future window before making a concrete approach. The club will also have to determine how Wesley's wing-back qualities would fit into Arteta's preferred defensive structure.
The Brazilian's long contract gives Roma a strong negotiating position, particularly if interest continues to increase.
Wesley's emergence has consequently put him on the radar of three ambitious Premier League clubs, with Arsenal now looking to gain an advantage over their domestic rivals.
Any move is likely to require significant investment, but Arsenal's interest indicates that the Roma defender has emerged as a potential solution to one of the positions the club is examining for future recruitment.