Premier League sides have often used venues in the Middle East for warm weather training, but Manchester United have scrapped their plans to travel next month in the wake of an American air strike at Baghdad airport that killed Iranian general Qassem Soleimani.
Arsenal had been set for a four-day camp ahead of their Premier League match against Newcastle United on Feb. 16, but Arteta said security would dictate where the squad ends up going.
"The security decision will be the priority," Arteta told British media. "If we are advised by the club and the people making those decisions that it's not safe we won't be going anywhere.
"We still have a few things to look after from a club perspective and when we know all that we will confirm what we are doing. At the moment we have two or three different options."
Arsenal's mid-season break could also be disrupted by a potential FA Cup replay. Should Arsenal draw their FA Cup fourth round tie at Bournemouth on Jan. 27, the replay is scheduled to take place the following midweek.
Arteta accused football authorities of disregarding player safety but said the club will accept the "bizarre scenario".
"We know where the priorities are with the fixtures and the priority at the moment is not to protect the players and have everybody with the same condition," the Spaniard added.
Arsenal, currently 10th in the league table, host Sheffield United on Saturday. (Reporting by Hardik Vyas in Bengaluru; editing by Richard Pullin)