Magpies boss Alan Pardew has become increasingly frustrated in recent weeks with continued speculation over the 27-year-old and his contract situation.
The Senegal forward, who has bagged 11 goals this season, has a condition in his contract which had to be activated by July by any club wanting to take advantage of it.
This failed to happen in the summer, meaning that while the current deal remains in place, the £7.5m buy-out clause will continue to be activated during each transfer window.
Ba, whose current deal at St James' Park expires in 2014, will not have pleased his boss with his latest comments ahead of the January window.
"It is true that Arsenal are among the clubs that are tempting," Ba said.
"Journalists are doing their job, they know Arsenal need strikers and they know I have a clause in my contract so they start speculating."
Newcastle will be desperate to cling on to their prized possession as they sit uncomfortably two points above the drop zone having lost six times in their last seven games.
Pardew told Sky Sports last week: "The clause is always hanging over us and it makes it difficult for us, the club and him. We accept that and that's the way football is."
Newcastle will be looking to bounce back from the 3-1 defeat by Premier League champions Manchester City last week when they host struggling QPR at the weekend.
"Next Saturday is QPR, and at the slightest mistake the crowd will become very demanding," Ba added.
"If we repeat the same performance we put in last weekend I think it will be enough. You shouldn't forget that we played the reigning champions.
"It bothers me a bit when the team doesn't create much, because football is about beautiful play.
"People come to the stadium to watch good football and not to watch long balls from the goalie to the striker."