A number of reports suggested Alexis Sanchez was involved in a heated debate with some of his team-mates after yet another frustrating Champions League evening.
However, Wenger has made it clear there was no infighting after the final whistle.
"No. Not at all," Wenger stated at a news conference when asked whether an incident took place.
"Everybody was deeply disappointed, but there was no incident in the dressing room."
Sanchez was pictured at Heathrow Airport the morning after the defeat, reigniting uncertainty around his future with his contract due to expire in 2018 and a renewal yet to be agreed.
"Alexis has a court case in Barcelona," the Arsenal boss added.
"He will be back in training Saturday."
Arsenal will be looking to return to winning ways in Monday's FA Cup encounter with Sutton United, but may have to make do without the services of Laurent Koscielny, with the centre-back to undergo a scan after suffering an apparent hamstring injury against Bayern.
"Kos will have a scan Friday," Wenger continued.
"Otherwise it will be a normal team against Sutton. I gave young players a chance against Southampton [in the previous round] and one or two might have an opportunity again."