The England international has been linked with a move elsewhere as he is yet to agree a new contract with the North London outfit.
Liverpool were touted as early suitors for the 23-year-old, but recent reports have suggested that Chelsea are interested in a £35m deal.
It has been speculated that the Blues are in negotiations with their Premier League rivals, and are confident that an agreement can be reached.
However, as far as Wenger is concerned, Oxlade-Chamberlain will remain an Arsenal player when the transfer window shuts at the end of the month.
During his press conference this morning, when asked if he is adamant that the winger will stay, Wenger said: "Yes. I rate him highly, he is one of the players who is on his way up and has made huge progress. Personally, I want him to stay here for a long time."
The former Southampton star was handed a starting spot for the Gunners' 4-3 win over Leicester City on the opening day of the Premier League season last Friday.