The Austria global has scored eight goals in 17 matches this season having moved from Stoke City to the Hammers in 2017 for around £20 million.
As Gold strained to produce a series of throaty chuckles, assembled journalists asked him why Arnautovic had recently began learning Mandarin, purchased property in China and asked for his latest month's wages to be paid in Yuan.
The Austria worldwide has reinvented himself as a centre-forward, scoring 11 times to keep the Hammers up last season. He wants to go to a new market and challenge for titles.
Arnautovic's agent and brother, Danijel, had only hours earlier revealed to talkSPORT that his sibling's "great desire" was for the London club to accept the "fantastic" offer from an unnamed Chinese club.
The Hammers have received a bid of £35 million from a Chinese side believed to be Shanghai SIPG, but after deciding to reject that offer the subject is definitely now closed, Gold has explained. "He took every award at the club; best player, signing of the season and the players" award.
Regardless, West Ham do not want to sell Arnautovic and expect him to honour his contract.
West Ham host Arsenal on Saturday and Pellegrini has no qualms about playing Arnautovic despite the speculation.
"Those are all rumours", said the Chilean.
"I don't want to talk about things that might happen".
"Players of his quality and other players like Declan Rice, Felipe Anderson, other clubs will want them but that is one thing". Marko in this moment is a player of our team.
'I am sure his head will be in the game against Arsenal and it will not affect his performance'.
'To try to grow as a club we need to keep our good players.
Mesut Ozil has recovered from a knee injury but we doubt is Unai Emery will name him in his first XI on Saturday.
"If it was £50m between Wilson or Arnautovic I would go with Marko", he told The Debate on Sky Sports.