Pellegrini's side are still crying out for a prolific striker in the final third to help ease the burden off versatile attacker Arnautovic.
West Ham are now operating without creative playmakers Manuel Lanzini, Jack Wilshere and Andriy Yarmolenko due to injury, and although Samir Nasri has come in to help in their absence, the Chilean is looking for further signings, not just to add quality to his ranks, but also depth too.
The statement said: "West Ham bought Marko for peanuts". They paid £20 million for him, which is nothing in the current market.
Wilson may be the answer to the forward search and he's proving this season he can tear it up in the Premier League.More news: Everton among several clubs interested in signing Chelsea's Michy Batshuayi
The 31-year-old midfielder has signed for the Hammers until the end of the season after completing an 18-month doping ban, following a successful period training with the club.
West Ham, 10th in the Premier League, host fifth-placed Arsenal on Saturday (12:30 GMT) and Pellegrini expects Arnautovic to play. It is close to double what they paid for him. This is what he wants. It is his great desire that West Ham accept the offer from China.
Indeed, Chelsea have considered the merits of signing Arnautovic this window but are understood to be reluctant to bid owing to the figures that would be required.
That might well be the players wish, and knowing the big money that sides in China pay it really isn't too much of a surprise that his agent might want him to go too, but the club are going to dig their heels in.
Danijel's statement will have come as a hammer-blow to West Ham boss Manuel Pellegrini, who said earlier on Thursday that he is determined to keep Arnautovic.More news: Michigan Hires Alabama Assistant As OC, Poaching Him From Maryland
'I am sure his head will be in the game against Arsenal and it will not affect his performance'.
"If it was £50m between Wilson or Arnautovic I would go with Marko", he told The Debate on Sky Sports.
"Those are all rumours", said Pellegrini.
"As for Alvaro Morata, I honestly don't know what he does". Although after Payet you never know what's round the corner.
"West Ham's star man Arnautovic might, though". He can make things happen and do something special.More news: Rape Case Investigators Issue Warrant For Cristiano Ronaldo's DNA
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