With the January transfer window looming, the 20-year-old striker was recently linked with the Gunners.
But when a journalist asked Holloway on Friday about reports of his possible departure from Selhurst Park, Holloway was having none of it.
He said: "I'm fed up talking about Wilf. We have some great players here.
"Why not talk about Andre Moritz or Mile Jedinak or Yannick Bolasie.
"Wilf's our player, he's on a four and half year contract and it would take a lot more than one player to de-rail us.
"We have many good players. It's all because he was called up by England lately."
The Eagles are currently second in the Championship table and Holloway added: "I thought it was unprofessional of Arsenal to mention Zaha.
"I like Alex Oxlade-Chamberlain. He would help our promotion push. And what about Theo Walcott, he's out of contract at the end of this season.
"I bet you wouldn't start the speculation that way around."