The Gunners have been the least active Premier League side so far this summer with Petr Cech’s £10m arrival from Chelsea their only senior signing.
Karim Benzema, believed to be a leading target for Wenger, ruled out leaving Real Madrid earlier this week while yesterday midfielder Grzegorz Krychowiak confirmed he would be remaining at Sevilla.
Arsenal have also been linked with a move for Paris St-Germain’s Edinson Cavani this week.
And while Wenger says Arsenal are not close to adding to their squad, he admits a late arrival cannot be ruled out.
“I don’t know how confident I am [about bringing someone in],” Wenger said.
“I am always confident that a last minute solution is available because the transfer market is especially moving in the last four or five days.
“But I cannot promise you that. We work very hard and I have a team around me that works day and night to find good solutions but at the moment we are not close to signing anybody.”