Speaking on Wednesday, Gunners chairman Peter Hill-Wood claimed informal talks had already taken place with Barca.
The Spanish giants reportedly assured him they were not looking to broker a deal to sign the Arsenal skipper this summer.
But Wenger denied any knowledge of the meeting. He said: "We have not been in contact with Barcelona.
"There is an official dinner before every Champions League game but there have been no secret meetings.
"I don't want to sell any of our players. We want to keep this team together.
"I can't understand the persistent campaign to get the best players away from England to Spain."