The Gunners were heavily linked with a move for the Real Madrid midfielder, but the Frenchman insists he is happy with his options and never sought a move for the World Cup winner
The Germany international has been strongly linked with a move to the Emirates, though Goal revealed that Chelsea moved ahead of the Gunners after the north Londoners baulked at the 27-year-old's wage demands.
And Wenger insists he is happy with his options, in particular Jack Wilshere, who is looking to complete an injury-free campaign in the Gunners' midfield.
Speaking to reporters, Wenger said: “I don’t know who has put him on the market. Whether it is his agent, or somebody else I don’t know.
“We were never close to signing him.
“Jack Wilshere has come back fit and in midfield we have offensive midfielders, we have box-to-box players, we have quite a few.”
Arsenal have been busy this transfer window, snapping up Alexis Sanchez, Mathieu Debuchy, David Ospina and Calum Chambers for approximately £55 million.
They face Manchester City in the Community Shield at 15.00GMT on Sunday at Wembley.