The Belarus midfielder is being strongly linked with a move away from Emirates Stadium with Inter Milan understood to be at the front of the queue to sign him.
His agent has suggested that he will be departing North London - but Hleb insists he does not want to fan the flames.
"As is said, there is a lot of speculation about me," Hleb told German website transfermarket.
"And I will not be making statements on this and stirring it up further."
"Wenger is a coach who you can learn a great deal from," he said.
"He is not loud, he is a thinking type.
"I owe a lot to him."
On his personal life Hleb admits he is not that keen on the draw of a big city like London.
"Certainly I am not into parties or clubs," he said.
"I am not a big city man, I need my retreat - that is why I am often in Germany. Stuttgart is my second home, my friends are there and it is where I feel most comfortable."