Wenger says no one will follow AC Milan-bound Mathieu Flamini out of the door.
He said: "I am confident of keeping Hleb. Nobody goes. It's that simple. It's about what is good for the club."
Hleb's agent claimed he would buy out his contract for £3million.
Wenger added: "You can't come in the next day and buy it out.
"You may have to go to court and can be banned if it's not done right. It takes months."