The Dutchman appeared as a substitute as the Gunners cruised to a 4-0 victory over FC Koln in Germany on Sunday.
Olivier Giroud started in the central attacking role for the club's final pre-season friendly but Wenger insisted that his stance regarding Van Persie had not changed.
"There's no news on Van Persie," Wenger told reporters. "Our fans want him to stay so you can understand they are excited.
|6/1||Manchester City are 6/1 to be Robin van Persie's next club with Paddy Power|
"Anything I could say about Van Persie would be a lie because he's our player and that's it. Robin scored 30 goals last season and you want to keep your best player.
"He was player of the year in England. We want to keep him. I cannot tell you more at the moment because I don't know more."
Van Persie has been linked with Manchester United, Manchester City and Juventus after confirming earlier in the summer that he will not extend his contract, which runs out at the end of the season, with the club.
City boss Roberto Mancini has since admitted defeat in his pursuit of the prolific forward, but Sir Alex Ferguson remains interested in bringing the 29-year-old to Old Trafford.
Arsenal kick-off their Premier League campaign with a home match against Sunderland on Saturday.