Press reports have suggested the Frenchman wants £20million but Wenger has denied that there is any truth in those rumours.
"We have not put any number [on it]," Wenger told arsenal.com. "This number [£20million] does certainly not come from me.
"I have never spoken of any number.
"I just want to say that we cannot just sit there and lose all our players for the season and say thank you very much.
"We have to look for any compensation that we can get."