Reports in Spain have suggested Barcelona are keen to bring in Song before the close of the transfer window as they look to reunite him with Cesc Fabregas.
However, Wenger insists he has had no contact with Barcelona for Song and that the Cameroon international will stay at the Emirates.
"There's nothing going on with Song. There's nothing in that," Wenger told The Sun.
"Song has three years' contract, he's not in the same situation as Robin Van Persie.
"In Spain the newspapers are not really serious. We've had the experience of that. We've never had any contact with anybody from Barcelona."