Recent reports suggested that a Middle Eastern consortium was set to buy the North London club for around £1.5billion but Wenger has made it clear he is completely unaware of such a claim.
"Nothing," he responded when asked how much he knew of the overthrow.
"If people are ready to invest their money it means the club is not moving too much in a bad direction.
"I am nothing to do with it. I focus on my job, financial is down to the directors, shareholders and the owners."
Wenger added: "You are only vulnerable if you want to sell and you need money.
"(However), that doesn't concern me at all, that is down to the owners."