The 27-year-old was pictured this weekend partying on holiday with Anthony Billing who suggested the Premier League side should sign the former Manchester United wide-man.
His Instagram posts which was captions 'Zaha to Arsenal' stated he and the Ivory Coast international had a message to the Gunners, while a sign in the background also read 'Zaha to Arsenal'.
"Arsenal, if you don’t sign this man up you lot, are... stupid you know the price is easy in today's market," Billing added.
But Zaha, who clearly enjoyed the humorous side to the posts has now distanced himself from the social media posts suggesting that he played along with Billing's banter.
"I'm just enjoying my time off and can’t control everything everyone does," Zaha explained with Palace still holding out for their £70-million valuation of the winger.
It's been suggested that Mikel Arteta's side may look to raise funds with a squad overhaul to shake-up the squad for the 2020/21 season with a total of nine players reportedly set for the exit door.