Rumours earlier surfaced of the 29-year-old's apparent desire to leave for Old Trafford in January with his contract set to expire at the end of the season.
Wenger, who previously conceded all options were on the table, moved to rubbish talk of an impending exit to United for Ozil.
"We live in an environment where we have to deal with wrong news," the Frenchman said at his post-match press conference.
"The players and myself always only have one response, [which] is what is happening on the football pitch.
"When you see Mesut focused like he was today, and enjoying his game like he was today, it is difficult to believe these kind of rumours."