Santi Cazorla (centre) has been in fabulous form this season
The 30-year-old midfielder has been in sensational form for the Gunners this term, and is thought to be on Atletico Madrid's agenda.
Cazorla's contribution has been invaluable, chipping in with six Premier League goals.
While there have been rumours circulating about Cazorla's future, Wenger has denied the club have held talks with Atletico over a summer move for his prize asset.
"He [Cazorla] extended his contract last year, and has two years to go on his deal," Wenger said.
"You know our policy at the club. There's nothing to worry about.
Crystal Palace v Arsenal - Premier League Preview
You know our policy at the club. There's nothing to worry about. The suggestion is only a suggestion
Arsene Wenger
"The suggestion is only a suggestion.
"We have never been approached by anybody about him."
Wenger also hailed Cazorla's consistency this term, adding: "Until now, he has been maybe the most consistent.
"He was voted player of the month for the last two months. Since he has moved into a more central position, he has become very influential."
Cazorla will be hoping to inspire the Gunners to a win tomorrow (3pm) against Crystal Palace and lift them into the top four.
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