A source confirmed to ESPN FC on Thursday that Arsenal had made a club-record £90 million bid for Lemar not long before the transfer window shut at 11 p.m. BST. "I was focused on my game, that's all that mattered to me".
The club has signed Naby Keita from RB Leipzig, but he won't join until next year, it looks set to announce the arrival of Alex Oxlade-Chamberlain from Arsenal, and is now preparing for a potential deal for Lemar.
After apparently turning down a £90m move to the Emirates, the Monaco midfielder then went and bagged a fine brace for France in their World Cup qualifier against the Netherlands.
Both players were instrumental in winning the French title with Monaco last season, their first league win since 2000.
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"The player has chosen to stay in Monaco", Wenger told beIN Sports.
"I know we live in the era of transparency but at some stage, to respect everybody you have to not talk too much about that".
Arsenal's hopes of bringing in Lemar faded late on deadline day, however, as the winger apparently did not want to join a club that is unable to offer him Champions League football.
The Belgian global Origi has managed 12 Premier League goals from two full seasons with the Merseyside club and they are said to be willing to let him go.
Monaco had a hard transfer window as they lost the services of Kylian Mbappe, Bernardo Silva, Benjamin Mendy and Tiemoue Bakayoko.
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