The Ivorian, who was linked with a £3m move to the Emirates earlier this week, is also reported to have drawn interest from Juventus, Paris Saint-Germain and Liverpool as cover for striker Luis Suarez.
"Ravel Morrison at Man United? No. We know him well," Wenger told the club's official website. No [to Kalou and Suarez as well]."
Meanwhile, the Arsenal boss said yesterday that striker Andrey Arshavin still has a role at the club.