The Frenchman has been linked with a move away from the Emirates due to his failure to agree a contract extension.
Despite the 31-year-old becoming a free agent in the summer, Wenger has claimed that Sagna's future is firmly in his own hands.
"At the moment [talks] are not progressing," Wenger told reporters in Friday's press conference. "We know what we want from him, he knows what is on the table and that is where we are.
"The ball is not in our camp anymore, it is in his camp, and he needs to come back to us."
Sagna has been an Arsenal player since 2007.