The Gunners' manager has had no communication from the Ligue 1 side, with current coach Carlo Ancelotti under pressure despite qualifying for the last 16 of the Champions League.
The Paris-based team spent lavishly in the summer transfer window to bring in stars such as Thiago Silva and Zlatan Ibrahimovic but trails Ligue 1 leader Lyon by two points having played a game more. While rumors persist that the club's Qatari owners are keen to replace the Italian boss with Jose Mourinho or Wenger, the Gunners' manager states that he has not been in touch with PSG and that the club must stick with Ancelotti.
"They haven't contacted me, and I think they must support Ancelotti," Wenger told French TV station TF1. "When a club is surrounded by rumors, it's because they are not strong enough and aren't in control of things."
PSG won 4-0 against Evian on Saturday and qualified for the last 16 of the Champions League top of its group, but has lost to Nice, Rennes and Saint-Etienne since November and only has two wins from six league games.
Wenger, who famously insists he will never break a contract, is under contract with the Gunners until 2014 - but currently also under pressure himself as Arsenal have made a poor start to the season; however, a 2-0 win against West Brom on Saturday eased concerns and saw the North London side rise to sixth in the Premier League table.