The Daily Express reported last week that both Ozil and Alexis Sanchez could be sold by manager Wenger, with the pair yet to extend their contracts which expire in 2018.
However, when asked by Welt am Sonntag about the rumour, Ozil replied:
“And you believe that Wenger would go to journalists before telling me? I know him differently.”
On Friday, the former Real Madrid playmaker said he is still “very happy” at Arsenal but “something is not working with the team” at the moment.
In 2013, Ozil left Real Madrid and joined Arsenal, a year before Los Blancos finally managed to win La Decima. Although the midfielder won the 2014 World Cup with Germany, lifting the Champions League trophy remains his biggest dream as a footballer, and he believes he can do it with Arsenal.
“Why not? Of course, we are going through a difficult spell right now, and are not happy with the sixth place,” Ozil said.
“But I am convinced that we will turn it around soon. Let’s see what the future will bring.”
The Germany international featured in Germany’s 4-1 win at Azerbaijan on Sunday, replacing Mario Gomez in the 61st minute.