The Frenchman has linked with a move to replace Mark Hughes at Eastlands in the summer.
Wenger said: “I have never allowed anyone to question my commitment to this club, in the good and in the bad times, that has not changed in my mind.
“They [Man City] have a very good manager in Mark Hughes. He is doing a good job. They have to keep confidence in him.
“On my side, I am contracted until 2011 and until 2011 I do not envisage to go anywhere else.”