The German Under-21 international joined the Baggies on a season-long loan in August.
However, his time at the Hawthorns hasn't been a successful one and he has spent the majority of the campaign on the bench.
It has been suggested that Wenger could cut short the 20-year-old's loan spell with Baggies in order to alleviate the Gunners' current injury crisis - which has left eight first-team stars in the treatment room.
But according to the Frenchman, 66, that is not a possibility.
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"He is on loan for a season and we can not get him back before the transfer period," Wenger said.
"Loans between Premier League clubs are for one season.
"I heard Tony Pulis is not happy with him, but he has to to change that opinion.
"I think Serge Gnabry has the quality to play in the Premier League.
"It is good he faces this battle as it will make him stronger, if he turns the opinion of Tony Pulis round. I hope he is facing the challenge and putting the effort in."
