As exclusively revealed by Goal, Arsenal and Chelsea have joined the likes of Paris Saint-Germain in the chase for Rooney, with the striker determined to leave Old Trafford this summer.
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"I don't know. I don't know if Man United will sell Rooney, and that is the best sign to show you that we have not many any approach for him; the first thing is to phone Manchester United which we did not do," he told reporters.
But he did reveal that the Gunners are close to sealing a deal for Sanogo.
The 20-year-old striker currently plays in Ligue 2, and has scored nine goals in his 11 league appearances this season, grabbing four in one match against Laval.
The striker is expected to move on a free transfer in the summer and Wenger is confident an agreement can be reached.
"It is in advanced stages but it is not done," he added.
"I'm very confident. He is a young, promising striker who is a big talent."