The former Gunners defender recently suggested that the Frenchman needs to invest in the side this summer in order to compete with the likes of Manchester City and Manchester United.
"The best way always to give advice is to show by example," said Wenger. "Give your own money and we will spend it.
"[Our transfer policy] has not changed at all. Our policy is to spend the money we have available, if possible, in an intelligent way and a wise way."
It is unclear whether the North London club will be frequent spenders in the summer window, but German international Lukas Podolski is expected to arrive at the Emirates.