The Gunners, who have yet to sign anyone during the current window, are in need of a new striker and have been linked with the likes of David Villa, Edinson Cavani and Adrian Lopez.
"We will try to be active," Wenger told talkSPORT. "It won't be easy but at the moment I have nothing to give to you [at the moment], unfortunately."
Asked if it was likely to be a defensive reinforcement, he added: "Yes. That's how quickly football changes.
"Three days ago people told me we need strikers. Now, this time, we're speaking about defenders. We'll see what we can do."
Arsenal fought from two goals down to earn a 2-2 draw against Liverpool at the Emirates Stadium on Wednesday.