The 27-year-old midfielder has been linked with a possible return to Spain, with Atlético Madrid among the clubs reportedly monitoring his situation ahead of the January transfer window.
However, Zubimendi has rejected suggestions that he is preparing to leave north London, telling Marca that the reports are wide of the mark.
“To be honest, I'm sometimes surprised by the press. I understand that the winter transfer window is approaching and rumours can surface, but I think we need to be a bit more careful with what we publish.
“Ultimately, everyone has a team they play for, and we need to respect that. I've also read that I might be close, but not at all.
“Often a news story comes out and it seems that if it doesn't come true, it's quickly forgotten and nothing happens. I'm learning how this world works and getting used to it, but sometimes I could avoid a lot of the messages I receive because of this kind of news.”
Asked whether he expected to remain at Arsenal until at least the end of the season, the Spain international was equally clear.
“Yes, I hope so. I'm happy there.”
Zubimendi enjoyed a prominent role during his first season in England, starting 33 of Arsenal's first 34 Premier League matches last season. However, his involvement decreased towards the end of the campaign as Myles Lewis-Skelly earned greater opportunities in midfield.
Competition has become even stronger this season following the arrival of Bruno Guimarães, with Zubimendi finding regular playing time harder to secure. He has yet to start a Premier League match this campaign and has also had limited involvement in European competition.
The midfielder insists, however, that he understood the situation before the season began. He revealed that he had spoken with Mikel Arteta about the club's plans and the competition for places following the arrival of new players.
“I spoke with Mikel at the beginning of the season. As he does with all the players, he explained the plan to me. He warned me that there were new signings and that there would be playing time for everyone. And here we are, fighting for it.
“I understand because, for me, we're among the five best teams in Europe. There are some fantastic players. New signings have arrived in my position, and there were already some very good players.
“I'm also part of that competition that makes it so difficult to get playing time.”
Zubimendi has made clear that he is not allowing his reduced role to undermine his confidence or his commitment to Arsenal. He believes periods of limited involvement can also provide an opportunity to learn and develop.
“I'm calm and happy with how I'm handling this situation. It's something I've never experienced before, and I think you learn from these situations too.
“Besides, it's in moments like these that you need the people around you the most, and they're there for you.
“I'm patient. When you've been playing a lot of minutes and your role changes to not playing as much, I'm able to see the positive side.
“I think everything passes, that just like last year the opposite happened to me and I played practically everything, this can change very quickly.”
His comments provide a clear response to the growing speculation surrounding his future. While his lack of Premier League starts has prompted questions about his position in Arteta's plans, Zubimendi insists he remains happy in London and is focused on fighting for his place.