The Gunners are being heavily linked with a move for the Leicester winger, who won the PFA Player of the Year award following a hugely impressive campaign with the title winners last term.
Reports say the French manager has followed up missing out on Jamie Vardy earlier this summer by going after Mahrez.
Claudio Ranieri has even went public to say the Algerian wideman has appeared distracted by Arsenal’s interest.
But Wenger wasn’t prepared to react or add to Ranieri’s comments, denying that a bid had been lodged for Mahrez and insisting he wouldn’t discuss any of his transfer targets in public:
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That interview came as Wenger took in Leicester’s 4-0 defeat at the hands of Paris Saint-Germain in Los Angeles last night.
Wenger and Arsenal are currently in the city for their International Champions Cup match with Chivas Guadalajara.