The club had been linked with resigning their former forward on loan for the second season in a row.
After the 1-1 draw with Southampton, Wenger said: “I think Thierry goes away somewhere. He is not ready. He has just come back from holiday so at the moment we are not on that case.”
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After a dreadful start to their Bundesliga campaign, Borussia Dortmund appear to have weathered the storm after going five matches without defeat.