Wenger has brought in Santi Cazorla, Lukas Podolski and Olivier Giroud this window, with Robin van Persie and Alex Song the big-name departures.
However, Wenger has said that with the transfer window heading into its last week, he is still active should the right deal occur.
"Some things can still happen," he told Arsenal's official website. "We are working. We'll see what we can do.
"I don't want make a promise that I cannot keep. It does not only depend on me. However there still could be some action on the transfer market - ins and outs."
Arsenal's season got off to a disappointing start with a 0-0 draw at home to Sunderland.