The midfielder is one of the most sought after pass masters in Europe this summer.
However, Speaking to El Diario Vasco, he said: “Where am I going to play next season?
“I’m going to be at Real Sociedad. I have a contract with Real Sociedad and that’s where I’m most comfortable.”
He appears to have shut down any chances of a move to Arsenal or another Premier League club.
Zubimendi is also wanted by Barcelona, but they may not have the finances to do a deal.