With the Senegal international coming up against Arsenal on Saturday, the Frenchman has denied any claims that the striker will be heading for the Emirates.
The Senegalese striker has been attracting interest from a host of clubs in recent times after his form on Tyneside and the Emirates club seemed to be at the front of the queue.
The former West Ham front man even went as far as saying the London club are "one of these teams who make you dream", fuelling speculation that he was looking for a move away from Newcastle.
However, Arsenal boss Wenger has ended the speculation involving a possible bid for Ba by insisting that he is not looking to sign the striker.
"It is not right to speak about him because he plays against us tomorrow," he told reporters. "If you ask 'do we sign him?' I say no."
The 63-year-old refrained from speaking about any potential signings as he looks to improve his team who currently sit seventh in the Premier League. Although he didn't rule out a possible third spell at the club for Thierry Henry, who Goal.com revealed has already agreed to join the club in principle.
He added: "Any interest we have in any player has to be kept secret so I cannot come out with any names."
"'I have not lost interest in him [Henry], he is still coming today to practise with us. I have not ruled out a move completely."