BUKAYO SAKA delivered a hilarious four-word response to Sky Sports while driving past the live-on-air crew.
Arsenal signed three players this summer in Riccardo Calafiori, Mikel Merino, and David Raya.
The Gunners are expected to make at least one signing on deadline day.
The club are in talks to sign goalkeeper Neto from Bournemouth on loan following Aaron Ramsdale's exit to Southampton.
Raheem Sterling is also a potential new face at the Emirates as he faces an uncertain future at Chelsea.
Arsenal's squad are also keen to find out who is coming to the club before the window slams shut.
One player who was eager to get the scoop on the club's latest news was Saka.
He joked: "Who are we signing?"
Fans loved the moment as they reacted on social media.
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One posted: "He is hilarious."
A second wrote: "Extraordinary one."
TRANSFER Deadline Day is here - with clubs against the clock to finalise their summer business.
Chelsea reportedly remain in talks to sign Victor Osimhen from Napoli, with time running out for the Blues to complete a deal.
Meanwhile, Ivan Toney is expected to join Saudi Pro League club Al-Ahli, according to reports.
Elsewhere, Newcastle are set to walk away from their long-running pursuit of Crystal Palace centre-back Marc Guehi.
In other news, Chelsea and Juventus remain in discussions over a deal for Manchester United winger Jadon Sancho ahead of the 11pm deadline.
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A third commented: "Saka keeping it mysterious! Exciting times ahead."
A fourth said: "Even Bukayo Saka wants us to get him a backup winger."
Another added: "Lol, even Saka thinks Arsenal need more depth."
ARSENAL TRANSFER NEWS LIVE: All the latest deals and rumours from the Emirates
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Our journalists strive for accuracy but on occasion we make mistakes. For further details of our complaints policy and to make a complaint please click this link: thesun.co.uk/editorial-complaints/ Arsenal look set to end the transfer window without a new attacker arriving, and fans are doubtful that the squad has enough depth to compete.
Bournemouth goalkeeper Neto is set to join as a replacement for Aaron Ramsdale, who joined Southampton earlier today.
However, it now appears that there will be no support coming in for him, and Saka has spoken about Arsenal’s quiet deadline day.
Sky Sports reporter Gary Cotterill was stood outside the Arsenal training ground as Saka arrived on Friday afternoon, and they shared a quick exchange.
"Who are we signing?" 👀Bukayo Saka had a few words to say to Gary Cotterill earlier, following speculation surrounding Raheem Sterling's potential arrival 👀🔴 pic.twitter.com/SsdUSUh00g
Sterling has played alongside Saka for the England National Team, but the Arsenal star is still unclear over whether they are about to be reunited in North London.
Arsenal did engage in talks over a deal for Sterling, but as things stand it appears that a deal could be too complicated given his contract situation at Chelsea.
This means that as things stand, Arsenal will end the window without a new attacker arriving, in a frustrating end to what was a promising summer.
Arsenal have let several attacking players leave with no incomings, and this is a big risk as Mikel Arteta aims to win the Premier League title this season.