According to Standard, the forward is entering the final year of his current contract at Emirates Stadium and is yet to agree fresh terms.
Aubameyang, who will turn 31 on Thursday, is currently weighing up his options and attracting interest from Barcelona, Inter Milan and Real Madrid.
SportVectru understands that, Aubameyang revealed last week he wants to win trophies in the coming seasons and now Arteta has responded by saying Arsenal must show Aubameyang why he should stay.
“I think it’s our responsibility to make him feel that this is the right next step in his career,” said Arteta.
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“In order to do that he needs to feel valued, I think he needs to feel that he belongs to us and we want him.
“And then he really needs to believe we can take this club forward in the way we want to do and he’s going to be a key player to do that.
“I think at the moment I am extremely happy about the way he is performing and behaving. I think I have a really good relationship with him where we can discuss face to face a lot of things.
“So far, as far as I’m aware, I think he’s very happy at the club.”
Aubameyang revealed in his interview last week with French TV station Telefoot that he had not been made a formal contract offer by Arsenal.
Talks have taken place over fresh terms, but Arteta explained the outbreak of coronavirus has impacted negotiations.
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