The Austrian is currently away on international duty, preparing for Sunday's friendly with Brazil before taking the summer off, and many reports have linked him with an unlikely reunion with Jose Mourinho at United this summer.
Having only made the move from Stoke to the Olympic Stadium last summer, Arnautovic's debut season with the Hammers saw him impress despite the overall poor performance from the club. A stand out figure in the team, his form hasn't gone unnoticed.
"Even three weeks ago I haven't heard anything. That's why I cannot say anything about it.
"The only thing that bothers me is that I am in good health and that I am able to play football.
“I have a contract at West Ham, that’s all we have to talk about.”
Neither Arnautovic nor any of his Austrian teammates will be going to the World Cup in Russia this summer, after failing to qualify.
In what could be considered even more devastating news, Arnautovic's teammate Manuel Lanzini will not be taking part either. The Argentinian had been set to play an important role in his country's quest for world domination, but a knee ligament injury on Friday has seen the playmaker forced to take an early holiday - only days away before the competition kicki off.