Andrei Arshavin continues to be linked with a return to Russia with big-spending club Anzhi Makhachkala, but widespread reports suggest he is set to turn down the move.
Arshavin signed with Arsenal from Zenit St Petersburg in January 2009 and still has 18 months on his current contract left to run. Reports in the English press suggest the 30-year-old has informed Anzhi officials that he does not want to leave Arsenal this season.
Meanwhile, Wenger sees Arshavin as very much still part of his plans, despite the Russia captain getting negative reaction from some frustrated supporters.
"At the moment we play a little bit under difficult circumstances, but we have to realise that we have to support our players," said Wenger. "I understand everybody's frustrations because I am quite tolerant - but there is still a difference between frustration and lack of respect.
"I personally have a huge respect for Andrei Arshavin and if you would see him behave every day you would have one as well. Things can change quickly - villain today, hero tomorrow, it is like that nowadays - but when you are a good football player like he is you can always come back."