The Gunners haven’t won a major trophy since beating Manchester United on penalties in the 2005 FA Cup Final, while Sagna has yet to taste success during his five years at the Emirates Stadium.
With another 18-months to run on his current deal the 29-year-old full back has yet to commit himself to a new deal despite ongoing talks with the club over an extension.
Inter Milan and Paris Saint German have been linked with Sagna recently and speculation is rampant that Arsene Wenger will allow him to leave the North London club in the summer.
However, the French international refused to comment on his immediate future instead declaring his wish to lead Arsenal to a cup triumph before he eventually leaves the club.
“Honestly, I’m under contract with Arsenal and I give everything so long as I am under contract with my club,” he said.
“Before leaving, because I will leave here one day, I would like to win something with my club. I don’t want to answer yes or no now because in football you never know what will happen.”