Wenger has yet to sign the offer of a new deal from Arsenal, h owever the 64-year-old appears certain to remain at the Emirates Stadium.
Asked on Friday in an interview with beIN SPORTS, broadcast on TalkSPORT, whether he would stay or go at the end of the season, Wenger said: "Look, I have said that many times already, I have given my word to this club and that I want to continue where I am.... that means to stay."
The Frenchman arrived at Arsenal early in the 1996-97 season and is pushing his team to clinch Champions League football for next term after a campaign of mixed fortunes.
It would be a blow to lose 3 1-year-old France international Sagna, who will be a free agent in the summer and has been linked with a move away from the Emirates Stadium.
The likes of Inter Milan, Paris St Germain, Galatasaray and Manchester City are all said to be interested in acquiring his services.
Wenger remains hopeful Sagna, who joined from Auxerre in July 2007, will eventually opt to stay on with Arsenal, with a deal, understood to be for two more years, having been on the table for some time.
"At the moment they (talks) are not progressing. We know what we want from him, he knows what is on the table and that is where we are," said Wenger.
"The ball is not in our camp anymore, it is in his camp, and he needs to come back to us."
Arsenal host Newcastle on Monday night looking to cement their place in the top four of the Barclays Premier League ahead of Everton.
Captain Thomas Vermaelen is expected back from a hamstring problem.
However, midfielder Abou Diaby will not be rushed into a return from a serious knee injury after reporting a slight groin problem after playing for the Under-21s in midweek, which was his first action since suffering a cruciate ligament injury against Swansea in March 2013.
"Diaby played one half [for the Under-21s]. How far away he is is difficult to say, but he had a little groin problem after the game so will not be available for Monday," said Wenger.
Defender Kieran Gibbs is still sidelined by a hamstring problem, while England midfielder Jack Wilshere continues his recovery.
"Jack is progressing well. He is still on target to be with our team in the last couple of games," Wenger added.
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