The Gunners have been linked with a string of different players in recent weeks and Wenger revealed, ahead of his side's clash against Newcastle on Saturday, that he will look to add to his squad.
The Frenchman says he wants a player who can immediately come in and improve his side, as they fight for another top four finish in the Premier League.
"Yes, I will be busy," he told reporters. "I don't feel under pressure to name names because you [the media] find them on your own.
"We have the potential to be in the Champions League with what we have. We are open to strengthening the team, but the difficulty is to find what strengthens us. [You don't always find that with] the players available on the market.
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"They have scouts all over the world. They looked everywhere. Don't think that they just came in and bought Van Persie, they looked everywhere else. But to find the quality of striker that would strengthen a top Premier League team at the moment in the world is difficult."
Wenger also said he is ready to let fringe players move on but dismissed reports linking Andrey Arshavin with a move to Reading.
"No, that is not on the radar," he said. "I have not had a call from Reading.
"But if he finds a solution that is satisfying for him and for us we will consider it."