Jamie Vardy believes he has been proven right to turn down Arsenal but would still consider leaving Leicester if it meant winning more major trophies.

Vardy rejected a move to north London after clinching the Premier League title last year and says Leicester's Champions League adventure, coupled with the Gunners' struggles, have since vindicated his choice to stay.

Chelsea, however, were among a number of clubs interested in Vardy during the transfer window just gone and the 30-year-old admits he might act differently if another big offer arrived.

"I want to win as much as possible, I don't want to only have one Premier League medal in my drawer at home -- it would be an empty glass cabinet,'' Vardy said.

"I'm contracted to Leicester and we will see how high we can go. In the future, who knows?''

Vardy added: "Just because I turned down Arsenal, that was my choice, but if another offer came in it would be the same in that I would look at it and work out the pros and cons.

"But no, turning down Arsenal doesn't mean I wouldn't look at another offer.''

Vardy said he was also eager to play in China or America "at some point down the road'' but has no regrets about snubbing Arsenal, even if he missed out on an FA Cup winners' medal as a result.

"It wasn't the Premier League was it? So we're all right with that I think,'' Vardy said. "I'll never regret anything I've chosen to do.''

He added with a smile: "I'm a bit of a psychic, I could see the little downfall they are on now.

"They had qualified for the Champions League for the last 20 years until last year. That was something to think about.

"Leicester were also in the Champions League and on a different night at home against Atletico [Madrid] we could have gone even further.

"But there were all sorts [of reasons]. Football was the main thing but moving the family when I'd just bought a house would have been a laugh -- not.''

Vardy scored twice as Leicester lost 4-3 to Arsenal on the opening day and is now focusing on Saturday's game against Chelsea, as well as a swift reunion with Danny Drinkwater.

Drinkwater joined the Blues for £35 million on deadline day but Vardy is not worried about the service drying up.

"There's other players,'' Vardy said. "Matty James used to do it in the Championship and he's back now [from a loan at Barnsley]. I'm sure he can take Drinky's place. It'll be fine.''

Off the pitch, Vardy is leading his V9 Academy, a scheme aimed at giving non-league talents another chance at making it in the professional game.

Four of Vardy's recruits have so far been given deals including Danny Newton, who has scored three goals in five games for Stevenage, and Blair Turgott, who was released by West Ham after representing England's youth teams with Raheem Sterling and Nathaniel Chalobah. Turgott also signed for League Two Boro.

After Premier League clubs spent well over £1 billion this summer, however, the chance of another Vardy emerging appears increasingly remote.

"The talent is there,'' Vardy said. "But with clubs now it's all about instant success. They want it here and now.

"They're not willing to wait for maybe a Danny Newton. He's gone to Stevenage but who knows, next year it might be another jump for him?''

The first episode of The Next Jamie Vardy documentary airs on Sky 1 on Saturday, Sept. 16.

Meanwhile, Demarai Gray has revealed how uncertain his Leicester future became when bids were made for him on transfer deadline day.

The 21-year-old forward remains a target for Bournemouth, with manager Eddie Howe and coach Richard Hughes attending the Vitality Stadium to watch Gray excel for England Under-21s on Tuesday evening.

Gray scored England's opening goal and was a consistent attacking threat as they beat Latvia 3-0 -- Tammy Abraham and Kasey Palmer were also on target.

He has also been discussed at Tottenham while he pushes for a place in Leicester's starting XI, and the winger has made little secret of his desire to play regular first-team football.

"Did I think I was going to leave Leicester? There were a few bids flying around,'' Gray said.

"There was interest and a lot going on. Obviously I was away with the Under-21s so that took my mind off it a little bit. But a lot was going on.

"Leicester sat me down and told me how they were going to use me and the impact they see me having on the team. But deadline day is manic and you never know what is going to happen.

"I am not happy with the amount of football I am playing. I respect the manager [Craig Shakespeare] and he picks his team.

"But I want to play as much as possible in the Premier League and at the moment that is not the case.

"I have just have to get my head down and get on with it and come off the bench or whatever, play well in a cup game and give the manager a headache.

"But I just get so frustrated when I don't play and the manager knows I just want to play.

"I am not just going to sit there and say nothing. If I was that would be an issue. People misunderstand sometimes and think my morale might not be as good as it should be.

"But I just want to play football and when I'm not playing it's frustrating because I know what I can bring to the team.

"I respect Eddie Howe as a manager and it was nice to score in front of their fans. I was aware of their interest in the window but I am still a Leicester player at the end of the day.''

It appeared significant that Gray did not smile after scoring for Aidy Boothroyd's team, having been recalled after appearing as a substitute in Friday's 1-1 draw in Holland.

He said: "You saw I am frustrated at the amount of football I am getting. All I can do is talk with my feet.

"I was happy to score and I was happy to contribute to the result. But the reason I didn't look so happy is because I am so frustrated. I want to play every week.

"The hardest part of football is the mental side. I've learnt over the last 18 months how to deal with the frustration of not playing. I want to play in every game and when I don't play I am disappointed.

"I have to work hard to not be disappointed all the time and try to get myself into the team.''