Nasri has just one year remaining on his contract at the Emirates Stadium and has been heavily linked with a move away from the Gunners.
Manchester United reportedly saw a bid for the France international rejected earlier this summer, while local rivals City have now emerged as favourites to sign Nasri.
Captain Cesc Fabregas' future at Arsenal is also uncertain and Wenger recently called on the influential duo to show their commitment to the club.
The Gunners start the new Premier League season away to Newcastle on Saturday and there have been claims that Fabregas and Nasri could both leave before the trip to St James' Park.
Speculation has also suggested that Fabregas and Nasri have been looking gloomy in training as Wenger tries to hang on to the pair.
But, speaking after a 2-1 friendly defeat by Benfica at the weekend, Wenger stressed there is no row with Nasri.
Wenger said in the Daily Express: "I cannot speak about it but there is no major problem between Samir and myself."