Barca made their interest in Fabregas clear last summer, but Wenger was adamant his captain would not leave the club and two bids were rejected.
Barca are believed to retain an interest in the player and reports in Spain have suggested that a deal is now in place for a move at the end of the season, but Wenger says those rumours have no credibility.
"I have a good sense of humour, but I don't understand this one," he said. "I cannot see how people can say things like that without us knowing it.
"We have the contract of the player and we would inform you if we would sell the player. We sell nobody."
Wenger has, though, revealed that he is considering a bid for Belgium international Hazard, who has spoken of his "dream" of moving to the Emirates.
"Let us try to make his dream come true," Wenger said. "We are following him.
"Personally I think he has real talent and the level needed to play at Arsenal, but in the offensive department we have many players. At the end of the season we'll have a look at the situation."