The versatile England midfielder has been a loan target for Everton in this transfer window, but Arsenal are understood to have rebuffed an approach from the Toffees.
Maitland-Niles has made just one substitute appearance for the Gunners in the new Premier League campaign, with Arsenal bottom of the table, pointless and goalless after three defeats.
Mikel Arteta has conducted a squad revamp in the summer, leaving Maitland-Niles on the periphery at the Emirates Stadium, but Arsenal have so far refused to allow the five-cap England star the chance to leave.
The 23-year-old has now taken matters into his own hands in a bid to push for an exit before Tuesday’s transfer deadline.
“All I wanna do is go where I’m wanted and where I’m gonna play, Arsenal,” Maitland-Niles posted on his Instagram stories.
Everton have started the new season in fine form under Rafael Benitez, claiming two wins and a draw.
Bargain £1.5million recruit Demarai Gray and England striker Dominic Calvert-Lewin found the net in Saturday’s 2-0 victory at Brighton.
Benitez has reinvigorated the Toffees and is understood to be keen on taking Maitland-Niles to Goodison Park.