Van Persie has been in superb form this season, his hat-trick in the 7-1 demolition of Blackburn taking his goal tally to 28 in all competitions. But, like Cesc Fabregas before him, van Persie - who has yet to commit to a new, long-term deal - has been heavily linked with a move to Spain.
An article in Spain's Marca newspaper quoted the 28-year-old as claiming it would being "an honour" to be linked with Read Madrid, and he would be "excited at the prospect of playing there".
Wenger, though, does not take the report at face value as he prepares to take his squad to Sunderland this weekend, where victory would keep them on the coattails of the Premier League top four.
"Frankly, Marca is as creative as some English newspapers. That means you cannot believe every word that is said in Marca," Wenger said. "At Marca they are very creative. They have created another story.
"They don't care, Marca, at all. I think they are even far more from real evidence than any English newspapers. They create just stories."
Wenger maintained there had been no contact from Barcelona or Real Madrid over van Persie, and if they did, they would be given short shrift.
"What do you think? Barcelona knows that they have a difficult job with us, always," he said.