But, speaking after Arsenal lost 2-0 to Manchester City in a pre-season friendly in China, Wenger denied he has added Sahin to his squad.
Wenger, who has also been linked with Santi Cazorla, commented: "We did not sign anybody today, this report is wrong. We are not signing anybody at the moment - we are not close. In the future you never know."
Regarding the future of captain Robin van Persie, Wenger added: "We could come back forever on Van Persie. We have our main strikers at home and Van Persie is one of them. But we have Podolski and Giroud who are at home, so we have plenty of strikers.
"For us at the moment it is to prepare for the season - it is more than any individual player."