The Gunners have seen hopes of salvaging their campaign with the Barclays Premier League title vanish after a last-minute defeat at Bolton left them nine points adrift of Manchester United and down into third place behind Chelsea.
With the inquests already underway into what would be a sixth season without silverware since Patrick Vieira lifted the FA Cup, reports have suggested Arsenal will now be forced to cash in on their skipper, who almost joined boyhood club Barcelona for £30million last summer.
Wenger, though, insists such speculation is again wide of the mark as he aims to keep a young squad together which he firmly believes will mature naturally into winners.
Wenger said: “We want to keep our best players. This is a subject that in fairness is not very creative.
“We have answered that in nearly 80% of our press conferences and at some stage it has to stop, because the past has shown that this question is useless.”
While Wenger admits he will look to bring in some fresh, and most likely experienced, faces ahead of next season, he remains confident his young squad are heading in the right direction.
“There are some things when the team has lost a little bit of confidence, is a bit more nervous, is in a more difficult patch, that you pay for, but you do not necessary pay for every year,” he said.
“We had a blow on Sunday with a last-minute goal and it is vital to show that we have some mental qualities and finish with a fighting spirit.
“Manchester United are now in a very strong position, but we have to fight until the end of the last second of the championship.
“The title is very unlikely for us now – let’s not hide the truth – but the pride of our group is to first of all finish in the Champions League places.
Arsenal had been on a 16-game unbeaten run before losing at the Reebok, but a succession of draws already had looked to derail their realistic title hopes.
Wenger, though, expects a response against United on Sunday.
“It is important for our pride, for our mathematics in the table, and for what we delivered this season,” he said.