The Holland frontman is likely to be in demand following a season in which he scored 30 Barclays Premier League goals to fire the Gunners to third place, and has been linked with champions Manchester City.
But Sagna told the Daily Mirror: "I'm confident Robin will stay. He was a complete professional from the beginning until the end (of the season) and helped us into third. We want to keep him. Everyone is so grateful to him for what he's done for the club and how important he is. He is our captain and takes his role and responsibilities very seriously."
Manager Arsene Wenger is seeking to strengthen his squad early in the transfer window as the club look to persuade Van Persie they can match his ambitions.
Germany forward Lukas Podolski has already been signed from Cologne and Arsenal are thought to be close to adding the signing of Sagna's France team-mate, Rennes midfielder Yann M'Vila - a move which would please the full-back.
"We want more players to come to the team," he said. "Lukas Podolski has arrived already and he is a German international and a quality player.
"M'Vila can make a great impact. I'm not sure about his English but it took me time to learn. But I think he would suit us as well. Arsenal is a French-speaking team and it will help him settle.
"I think we can be contenders this coming season. We showed a lot of people what we could do last season."
M'Vila is part of France's 25-man provisional squad for this summer's European Championship, but Sagna will miss the tournament after breaking his leg against Norwich late in the Premier League season.
That will deprive him of a meeting with England, but he says he will offer advice on how to deal with his Emirates Stadium colleagues Theo Walcott and Alex Oxlade-Chamberlain should they be selected to cover for the suspended Wayne Rooney in Donetsk on June 11.
Source: PA
Source: PA