During the Blues' summer pursuit of Manchester United's Wayne Rooney, it has been reported that the Spaniard, who has started only once so far this season, is seen as expendable by Jose Mourinho, though the Chelsea manager has long maintained that he has no intention to lose the club's two-time reigning Player of the Year.
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"I have heard, like you, that Juan Mata may be on the market," Wenger told reporters. "I like him [but] there is a reluctance in England to sell to each other.
"We have to see how bad the injuries are, but I can't tell you more than that.
"We are on the market – the whole world knows that now - but I can't be more creative than that, because nothing has been concluded yet."
Wenger also admits that he does not know whether Aaron Ramsey will be fit to face Tottenham on Sunday. The midfielder picked up a groin problem late on against the Turkish giants, having scored both of his side's goals as the Gunners cruised 5-0 on aggregate.
Lukas Podolski was withdrawn with a hamstring injury early in the second half, while Jack Wilshere's ankle problem also flared up in the closing stages after some hefty challenges from Fenerbahce defenders.
"That's a negative – we paid the price, because we lost Podolski, I don't know how Ramsey is or how Wilshere will respond to his ankle problem," Wenger lamented. "The two tackles on Wilshere [late on] were disappointing.
"Podolski will definitely be out for 21 days and we have to check on Ramsey's groin [on Wednesday].
"Jack should be all right for Sunday, and I'm hopeful on Aaron but I don't know how bad it is.
"I wanted to take Wilshere off. I would have played with 10 men, because they had to score five goals in 10 minutes. Even with 10 men, we could have avoided that, but he told the physio he wanted to go on."