GETTY
The Chilean is set to join United this week in a deal that will see Henrikh Mkhitaryan move the opposite way in a straight swap.
The Gunners reportedly wanted French winger Anthony Martial as they look to bolster their attack and replace their talisman.
But The Sun claim that Arsene Wenger’s first choice was United left-back Shaw and his enquiry was met with a resounding no.
Shaw’s time at Old Trafford looked to be over as he struggled to get back into the team following a string of injuries.
Luke Shaw next club odds

“Jose Mourinho publicly criticised his fitness and performances and looked to have lost faith in him, with Tottenham regularly linked as a potential destination.”
Jose Mourinho publicly criticised his fitness and performances and looked to have lost faith in him, with Tottenham regularly linked as a potential destination.
But the 22-year-old has reginited his United career and has started four of their last five Premier League matches.
And according to The Sun, the club are preparing to take up the option to extend Shaw’s contract by a further 12 months.
United beat Burnley yesterday to stretch their winning run to four games.
GETTY
They remain second in the Premier League, 12 points behind table-topping rivals Manchester City.
Mourinho's men return to action on Friday as they travel to League Two outfit Yeovil in the FA Cup.