He has already begun telling his Gunners team-mates of his plan, according to The Mirror.
Ozil is in the final year of his contract at the Emirates and manager Arsene Wenger, last week admitted the club could sell him in Jnuary.
Earlier this week, Robert Pires hinted that Ozil was unhappy at the club, because of their summer transfer dealings.
“Ozil is a warrior who wants to win something, and currently he makes the impression that he’s annoyed Arsenal have not assembled a squad which can win something,” he told Sport Bild.
“They only spent money on Alexandre Lacazette. That’s not enough to compete for the top spots.”