"The most draining is that you get the best out of your team and worry about the next game. In our job it is important that you focus on what is really important, the players who can help the club to win the games - those who are somewhere on the transfer market will not help you to win the games," Wenger said.
"For us it is important to focus on our next game and our next game can only be won by the players who are here."
However, the Frenchman does not expect many major moves in the opening week of the January window.
"(I'm expecting it to be) very calm because, first of all, I believe there is little money and what can happen is basically a transfer market within the English clubs," Wenger told Arsenal Player.
"That is more difficult than with the foreign clubs. Overall, I believe that not a lot will happen.
"The clubs have to look at the finances. What makes the clubs are the fans and what makes the fans is the economy. On that front, nobody is really sure what will happen in 2013."