Arsenal were hoping an offer which included add-ons would be enough to tempt the Blades into selling.
There had also been strong interest from Arsenal in signing United’s Sander Berge, but signing a goalkeeper is the first priority for the Gunners.
Arteta was asked about the prospect of a back-up goalkeeper joining this week following the defeat to Tottenham on Sunday.
“I don’t know, I repeat myself,” he said.
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