The Bayern Munich forward was asked whether he would join the Gunners following his side's 6-2 win over DC United in a pre-season friendly on Wednesday.
The 32-year-old greeted fans and signed autographs following the game, in which he found the back of the net and also registered an assist.
Whilst being videoed by a supporter at Audi Field in Washington DC, Germany international Muller was asked: "Will you ever come to Arsenal?"
Prompting laughter from those around the supporter, Muller responded with a grin on his face, saying: "Ah, no no no."
Having joined the Bavarians at the age of 10, Muller has gone on to score 227 goals in 626 games for the Bundesliga champions, winning 11 titles and two Champions League trophies during his career so far.
However, it appears as though he will not be making a move to Arsenal in the future, who have signed Matt Turner, Marquinhos, Gabriel Jesus, Fabio Vieira and Oleksandr Zinchenko so far this summer, with the latter completing his move to North London on Friday.
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