The Newcastle star was spotted at the Emirates Stadium watching the Gunners beat West Brom 1-0 but the manager insists that he was not there on the club's invitation
The Newcastle star, on loan from QPR and widely expected to move on in the summer, watched from the stands as the north Londoners played their last home match of the season.
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"So don't see any sign of us signing Remy [from that]. I hope he paid his ticket! I did not invite him."
The Gunners faithful were vociferous throughout the game in their desire for right-back Bacary Sagna to sign a new contract, with the 31-year-old set to leave the club in the summer, and the boss agreed that he would like him to remain at the Emirates Stadium.
"I want him to stay," he repeated. "There are two players at the end of their contracts, Sagna and [Lukasz] Fabianski. If it's down to me, they both stay."
Asked if it might have been his final home game in charge of the club, Wenger replied adamantly: "No, no. Don't be impatient; my last game will come. Don't worry.
"Yes, [I will be here next season]. I have told you many times, my word is my word," he added, also noting that his delay in signing a new contract had nothing to do with waiting until after the FA Cup final.
With Arsenal's top-four place guaranteed before the game, Wenger reflected on the failure of their challenge for the Premier League title.
"I am happy with the attitude, behaviour and consistency of my players and frustrated, as well, because we had 120 days at the top of the league. When you look at it today, it's very tight - and then it comes into your mind, the points you dropped.
"We had injures - three or four players who missed too many games - and, in some games, at the start away from home, we were caught by surprise. We were perhaps too cautious and not confident enough. We paid a heavy price for it."