Denmark striker Bendtner is reported to have been involved in a confrontation with a taxi driver in the Danish capital of Copenhagen on Tuesday while his team-mates were competing in their UEFA Champions League tie with Bayern Munich, which they lost 3-1 on aggregate after a 1-1 draw in the second leg.
Bendtner, who missed the match with a knee problem, is no stranger to controversy, and the accusations come only a year after he was banned from the Danish national team for six months following an arrest for drink-driving.
"Honestly I don't know really what happened because I haven't spoken to him," Wenger said.
"The only thing that is for sure is he had nothing to do in Copenhagen. Nobody gave him any permission to go to Copenhagen and he will be fined for that.
"For the rest, he has created some trouble there I don't know, I will speak to him today (Friday)."
Asked whether the incident was the "final straw" for Bendtner, Wenger replied: "He is at the end of his contract at the end of the season."
