The 38-year-old has fallen behind Manuel Almunia in the pecking order at the Emirates Stadium this season and has not featured in the starting XI since the 1-1 draw with Blackburn on August 19.
On rumours that Lehmann will be on his way, Wenger told ArsenalTV Online: "No, it's not true. It's only newspaper talk because nothing concrete has been discussed between me and Jens and nothing between me and Wolfsburg.
"At the moment I do not want to speculate on any movement in the transfer window. We want to focus on our games and Jens is part of that."