The Newcastle star was spotted at the Emirates Stadium watching the Gunners beat West Brom 1-0 but the manager insists that he was not there on the club's invitation
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QPR manager Harry Redknapp claimed last month the striker was a target for a Champions League team - with Arsenal confirming their place in next season's competition on Saturday.
Arsenal have £100 million to spend over the summer, with the club pressing on with transfer plans despite the uncertainty over Wenger's future - but the manager insists Remy's attendance was not down to him.
"Honestly, I've just been informed that Loic Remy was here and I didn't know," Wenger told reporters after the game.
"So don't see any sign of us signing Remy [from that]. I hope he paid his ticket! I did not invite him."