"To cut the story short have never spoken to Wenger," Wanyama wrote on Twitter, prompting an outpouring of praise from Southampton fans, and less enthusiastic responses from Gunners supporters.
The Sun tabloid on Thursday linked the 23-year-old with Arsenal, quoting Wanyama as saying Wenger had been discussing him and had "let it be known" he was interested in signing the former Celtic powerhouse.
(Editing by Amlan Chakraborty)
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