The Gunners boss is out of contract at the end of the season and it is not yet known if he intends to remain at the Emirates Stadium.
The 67-year-old stated after a 3-1 loss at West Brom before the international break that he has made his decision, but is yet to reveal it.
Following that loss at The Hawthorns last month, he was quizzed by beIN SPORTS over claims he is in line to replace Unai Emery at the Ligue 1 title-holders, as the Spaniard struggles to catch leaders Monaco in his debut campaign in charge at Parc des Princes.
Wenger, though, who was the subject of more protests from disgruntled Arsenal fans before and during the 2-2 draw at home to Manchester City on Sunday, has not changed his position on the gossip.
"There has not been any contact," he told SFR Sports when asked about PSG.
"I formally deny that."
Addressing a news conference following the City game, Wenger agreed with suggestions there were plenty of nerves, both among the players and on the bench, as the team sought to avoid a third successive league defeat.
"I care about my team," he said.
"When you have the level of experience that I have, you have a good measure of the level of anxiety within the team. We were under pressure. It's different because you're more mentally tested than anything. We responded in a united, strong way."
Wenger announced Laurent Koscielny had been forced off at half-time with an Achilles problem and was unable to put a timeframe on the centre-back's likely return, although the manager did reveal Aaron Ramsey and Alex Oxlade-Chamberlain, missing from the matchday squad on Sunday, may be fit to return for the game at home to West Ham on Wednesday.
And he also denied suggestions Chile international Alexis Sanchez needs to improve his attitude. "I felt he gave everything," he said. "He came back from South America. I didn't see any negative body language. It's the way he is you know."