Former England captain Beckham is currently without a club after leaving Los Angeles Galaxy at the end of the Major League Soccer season.
"He called me," Wenger said. "He has asked to come here and to work on his fitness. He has not done anything for a long, long time.
"(It's) purely for fitness. There's no speculation about signing or anything."
It is still to be determined whether, and where, Beckham will continue his own footballing career.