Chile international Alexis Sanchez has already arrived at the Gunners following an impressive World Cup, while former Newcastle United right-back Mathieu Debuchy joined on a long-term contract on Thursday.
Despite having already spent in excess of £40m in the transfer window, Wenger has vowed to bring in more new recruits.
"You're never sure if you can do what you want, but we're still out there to strengthen our squad," Wenger told ESPN. "I will bring in a goalkeeper for sure."
However, when pressed on the matter of a potential move for World Cup winner Sami Khedira, the Arsenal manager remained coy.
He said: "Look, I can't give you any names. What is good is that [Arsenal's German internationals] won the World Cup so their confidence should be stronger.
"Winning makes you only stronger and more confident and hopefully we'll benefit from that next season."
Arsenal kick off their Premier League campaign at home to Crystal Palace on August 16.