The Gunners manager was speaking after his side had booked their place in the group stages of the Champions League with a 2-0 win over Fenerbahce at the Emirates Stadium.
Wenger told reporters in his post-match press conference: "I don't know what to say anymore. I've said it all before. We want now to prepare for the next game and leave all the rest. We work hard on it and we do the maximum."
"I have heard like you that Juan Mata could be on the market. There is a reluctance anyway in England to sell to each other," Wenger added.
Arsenal face Tottenham Hotspur in their next fixture on Sunday afternoon.