Wenger could welcome centre-back Laurent Koscielny into his matchday squad for Saturday's visit of Sunderland but will be without the likes of Alexis Sanchez, Santi Cazorla and Francis Coquelin.
The Frenchman has often been accused of being overly cautious in the transfer market - notably failing to sign an outfield player during the most recent window.
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And amid reports he had requested the arrival of Stones from Goodison Park, Wenger said: "No, I asked my players to focus on tomorrow's game. I didn't ask anything of the board.
"It's not the board who buys the players - we are not after John Stones if that's what you want to know, we are focused on tomorrow's game.
"We are in December and our focus is on tomorrow's game. I gave an answer last week that we will be open and look at outside but at the moment what is more important is to show how strong we are.
"Your phone is busy every day with people proposing players, That's an aspect where we have a team to select what's coming in and what we see.
"We are organised on that front. I am so used to [transfer pressure] that I don't feel what is pressure and what is extra pressure. I think you just want to do well and make right decisions for the club and the team.