"It is a problem [the salaries on offer] but we did not master this situation with Flamini," Wenger told a forum for Arsenal shareholders.
"I must say I am disappointed that he did that but legally he can do it."
Wenger, who also reiterated his desire to retain Alexander Hleb amid reports linking him with a move to Inter Milan, added: "When a player is out of contract he can sign where he wants."