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.
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"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 answer about these questions," the Frenchman told reporters.
And 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 wants focus to remain on the club's final two Premier League games against Wigan and Newcastle, with Arsenal requiring a maximum points 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 champions Juventus, who are also keen on the Montenegro international.