The 26-year-old is in his second loan spell at Roma with just four months of the deal to go, but admits he watches every Arsenal match and gets sad when they lose.
Petr Cech is the number one at Arsenal and Szczesny has been linked with other European clubs – although it looks like Roma will not make a permanent move for him.
The Poland goalkeeper has impressed in Serie A and just wants to keep playing well to earn a spot somewhere.
“I don’t know where I’ll play next season,” Szczesny said, speaking to Polish publication Przegladsportowy.
“London is still my home, I’m playing for Roma but I’m an Arsenal fan. I watch they’re games, sometimes I’m sad and other times happy.
“The last year-and-a-half in Italy hasn’t exactly been the worst of my life, now I’ve got another four months with Roma and I’m focused on my performance.
“I’m thinking about playing well, not where I’ll play.
“Borussia Dortmund or Napoli? That’s just speculation, all I know is that the better I play, the more options I’ll have.
“I just try to do my job, then in the summer I’ll consider all the options. I’m an athlete and I want to stay in shape.
“The summer will allow me to choose a club where I’ll be the number 1. That’s the main reason I chose the loan to Roma, I knew that I’d play but at Arsenal it wasn’t so sure.
“Everything has gone well and I’ll do my everything to be a starter next season. As for where, only time will tell.
“What’s certain is that Roma will be in good hands. [Lukasz] Skorupski and Alisson are the future of the club. Lukasz is making incredible progress.
“As for Alisson, I help him as much as I can but I’m a humble guy and he’s the starting goalkeeper for Brazil. There’s a lot of pressure on him but he performs well.
“We support each other, there’s no hostility between us. Roma have no goalkeeping problems.”
