Speaking ahead of Arsenal's Premier League game against Bournemouth on Saturday Wenger was asked for the first time since the closure of the transfer window about what really happened on deadline day, but he refused to be drawn into giving a detailed response.
"The transfer market is over, there was a lot going on on that front. It's very difficult for me to speak about that because the most important thing now is our next game," he said.
Arsenal were reportedly prepared to sell star Alexis Sanchez to Manchester City, provided they could bring in Lemar as a replacement, though Wenger refused to confirm this, instead saying: "That's what I read everywhere, yes. My view is that it is too difficult to speak about that because Lemar is now in Monaco and of course Sanchez is here.
"After that, I believe, we have to keep a certain confidentiality about the transfer negotiations. The transfer market is part of that. Many things happen at the last second."
The veteran manager did however take exception to the idea that Lemar had never been interested in a move to the Emirates, saying that it was simply "Not true."
"He decided to stay in Monaco and you have to respect that, The player has a three-year contract to go - so overall you have to respect that," he concluded.