Neither skipper Cesc Fabregas nor fellow midfielder Samir Nasri were involved in the 0-0 draw at Newcastle United. Wenger confirmed that both men remain Gunners players for now, but voiced his frustration at the prospect of losing them.
He said: "Yes, we are concerned by that because when you take players at 16, 17, 18 years old and you play them in the Premier League, you need to be brave.
"But you do it first of all because you think they deserve it, but secondly as well because you think the club will be rewarded when they are 23, 24 and are in a position to deliver.
"It is a concern, of course - but if the financial fair play comes in, I think we will be in a very strong position. But at the moment, it doesn't exist."