Wenger admits he is an admirer of Ayew but he is happy with his options in wide positions.
"I like the player but we didn't approach him," said the Arsenal manager.
"We have many wingers. We brought in Gervinho and we have Arshavin, Walcott and we brought in Oxlade-Chamberlain too.
"Ayew is a very talented player but in the middle we have a lot of players too. On Wednesday we have eight midfielders and we could have had Jack Wilshere too but he is injured."