Wenger's comments, made today in a press conference and reported in the Daily Telegraph, should end speculation for now that the midfielder is on his way to London. Wenger noted that not only was Arsenal never close to signing him, but that the club have enough of his type of midfielder.
Indeed, the manager went so far as to query the source of the persistent rumours, stating: "I don't know who has put Khedira on the market - is it his agent or the press?"
This confirms what Khedira's own agent, Jorg Neubauer, said three weeks ago, in a conversation with Telegraph Sport who contacted him directly. In that article Neubauer specifically stated no talks or contact with Arsenal had taken place. Only talks with Real Madrid about a possible extension were under discussion.
This lack of interest will likely not suit Real Madrid, who have been reported to be keen on ridding themselves of the player before he can leave on a free transfer in 11 months.