Sir Alex Ferguson confirmed on Sunday that the 27-year-old had handed in a second transfer request in under three years, but it was swiftly rejected.
Both Chelsea and Arsenal have joined the race for Rooney's signature, and Wenger has refused to commit himself either way before the end of the current campaign.
"Look, I'm not in a position today to speak about any transfer targets. What I am focused on is the short term and after the Newcastle game I give you answers about these questions," the Frenchman told reporters.
When pressed as to whether he could ever see such a star swap Old Trafford for the Emirates, Wenger added: "I just told you!"
Wenger instead wanted focus to remain on the club's final two Premier League games against Wigan and Newcastle, with Arsenal requiring a maximum point return to secure qualification for next season's Champions League.
The Gunners are closing in on Fiorentina's Stevan Jovetic but could face competition from Serie A champion Juventus, which is are also keen on the Montenegro international.