The club are enjoying a successful pre-season, remaining unbeaten in three matches.
But fans have been left frustrated at the lack of transfer activity, Brazilian youngster Gabriel Martinelli currently the only arrival.
Emery’s side have been linked, though, with another south American star – Everton Soares.
The 23-year-old forward has scored 49 goals in more than 200 appearances for Gremio.
And he has broken into the national side, winning the Copa America this summer with Brazil.
Now, the forward has been linked with a move to the north London side.
And footage has emerged of Edu, who joined his former club as technical director earlier this month, giving an update.
In the clip, the Brazilian is posing for a selfie with a fan.
“Let’s see, let’s see”
Edu on Everton Soares
The 40-year-old has attended the Gunners’ fan party in Maryland, USA.
And another supporter, who is filming the former midfielder, asks: “Edu, are we signing Everton?”
The Brazilian initially ignores the question – but replies when asked again.
“Let’s see, let’s see,” Edu simply says.
He walks away with a smile while signing autographs.
But he quickly adds: “If you stop filming, I’ll tell you.”
This footage was shared on Twitter channel AFCUMD1 yesterday, where it has been viewed more than 27,000 times.
Accompanying the clip, the supporter wrote: “I can confirm Edu said nothing after – but he smirked at the Everton comments.”
And the Gunners faithful believed there was a hidden message from the new technical director.
“There is definitely an interest,” one supporter said.
Another commented: “He’s confident.”
While a third sent a demand to Edu.
“Sign [Everton] for us,” they said.