The 31-year-old has been linked with a move to Italian giants AC Milan in the Italian press.
“My desire is clear – I want him to stay of course,” said Wenger.
“The problem in the modern game is that you always have to fight against an environment which attempts to destabilise you just by creating news.
“I cannot fight against that, I can only give what we want inside the club – we want to keep William with us because he is an important player in the squad and what other people try to provoke, or try to put out in the media, we cannot master.
“It does not change my mind and in the end I will decide.”