Actresses like Priyanka Chopra, Deepika Padukone, Nimrat Kaur and others have got work in the West, but the other mainstream actors, like the Khans and the newer generation, have not ventured there.
"To each his own. I can't speak on behalf of anybody. Right now I am trying to build my audience here. As an actor you need to be in a secure place to move bags there. I feel I have to achieve a lot here," Arjun told PTI.
"I don't think it's about heroes and heroines, it's about what you feel like doing. There are people who get happiness by being here in India," he said.
The "Ishaqzaade" actor feels there should be a desire to go and work in another film industry.
"The desire has to be there. I don't know if I have the desire still or not (for going to the West) as I am still new here, I am discovering myself here. I am very new, I have done seven films," he said.
"I am too new to be thinking of going anywhere else (referring to going to Hollywood). I have not thought about it yet. I would say never say never, if something comes up I will consider it. I am not somebody who would not consider the possibilities," the 31-year-old actor said.
Arjun feels actresses like Priyanka and Deepika have achieved immense success in Hindi film industry and then they have explored Hollywood.
"Priyanka and Deepika have achieved a lot here (in India). They (Priyanka and Deepika) have not gone there (Hollywood) for a day, they have gone there for months and for that you need to be in good place in your professional life.
One just can't leave everything midway," he said.
The "Gunday" actor will be making his voice over debut with the character of Buck in the Hindi dub of the Hollywood adventure "Ice Age: Collision Course".
He was thrilled to do the voice over for the character of Buck, a weasel, who first appeared in 2009 film "Ice Age: Dawn of the Dinosaurs".
"It's interesting to do a voice over for a film. I wouldn't know it's easy or difficult as you make it (character) yours. For this film ('Ice Age'), it took me first few hours to set in, as the rhythm is already set (for the character). I had to then add my graph and energy. It was a learning curve for me and I enjoyed it," he said.
When Arjun came on board for "Ice Age", he just followed the instructions of the makers.
"I did not bring any baggage, I came with open mind. They (makers) decided to make the character 'tapori', it worked well for humour. It added a nice fun element to the character," he said.
The "Ki and Ka" actor feels animated films today are not just limited for children to enjoy.
"Today animated films are not restricted to kids any more, it's family audience and even youngsters go and see it (films). These are sweet fun films which appeal to all age groups," he said.
"Ice Age: Collision Course", which releases today in India, is a 2016 American 3D computer-animated family adventure movie - the fifth instalment in the "Ice Age" film series.