The Gunners boss is reluctant to buy a striker to replace Olivier Giroud, who is unlikely to play again until the New Year after undergoing surgery on an ankle injury sustained in last Saturday’s 2-2 Premier League draw at Everton.
Wenger has been linked with a move for Monaco forward Radamel Falcao, but the Colombia international looks likely to go to Real Madrid on a season-long loan.
Arsenal, however, will continue to monitor transfer possibilities up to the closure of the summer window on September 1.
"I will be actively involved on the final day of the window and I will be on alert until the last minute of transfer deadline day," said Wenger.
But the Frenchman confirmed any activity will be conducted in absolute secrecy.
"If we sign somebody we will inform you," he said. "It's very difficult to go into everything and I believe that all of the negotiations have to be as secret as possible.
"If we sign anyone, even if we sign Falcao, you will be informed."
Wenger’s reluctance to enter the transfer market to replace Giroud has led to some criticism of the Arsenal manager but while he accepts everyone is entitled to an opinion, he does not accept many of them.
“We live in a society of opinions and people are better informed these days – some of them are even better informed than I am,” he said.
“Everybody is entitled to an opinion but that doesn’t necessarily mean that those opinions are right.
“In fact, those people that have had opinions that have been wrong in the past have never come back and said sorry.
“The easiest thing to do is to have opinions.”