The 34-year-old joined Chinese side Shanghai Shenhua from Chelsea this summer.
But reports have suggested that Drogba is looking to leave the Chinese side already as the club is strugglin to pay his massive £200,000-a-week wages.
“At the moment no. In my opinion he is not free. He has just left England,” Wenger told reporters.
“I don’t know about the situation because he came out with a completely different statement.
“You hear he might go to Real Madrid – but then he says ‘I am staying in China’. Is it just because he wants to be paid off? I don’t know.”
