Rotherham are unlikely to make any more signings before the end of the month, according to manager Steve Evans.
Derby captain Richard Keogh has agreed a new three-year contract with the Sky Bet Championship outfit.
Wenger explored several options throughout the window, with Olivier Giroud's injury adding a sense of urgency to the French boss' search.
Having extensively scoured the market, Arsenal eventually managed to bring in Danny Welbeck from Manchester United just before the transfer deadline.
Former Birmingham City striker Zigic, who is currently a free agent, says he was flattered by Arsenal’s interest and would have loved to make the move.
"Everything that you saw in the press was true," IBTimes UK.
"My agent was talking with Arsenal but they finally opted for another player.
"We talked with them until the last few days of the market.
"I am very happy because Arsenal had me on their list. I would have liked it.
"Big teams always consider several alternatives before signing one."
Eh, Zigic can claim all he likes he was approached by Arsenal. The only way it can be CONFIRMED is if Arsenal/Wenger says they were trying to sign Zigic.- chubbs83