Wenger said last month he could try to find a replacement for long-term injury absentee Robin Van Persie. Injuries have also deprived him of strikers Nicklas Bendtner and Theo Walcott.
However, Arsenal, who took their December goals tally to 15 with their 4-1 win at Portsmouth on Wednesday, are the Premier League's top scorers with 51 goals and Wenger told the club's website he was considering his options.
"Football is not completely rational. The superficial rationality is not the real one sometimes," he said on Thursday.
"It's true that we have problems with our strikers. Even I say that. Everybody tells me to buy strikers, but when I look at the League nobody has scored more goals than us.
"We have players who move the ball well and everybody gets in dangerous positions. And that's why, with the confidence high, everyone can score goals. But we are still in the market."
While Wenger considers his options, France international midfielder Abou Diaby has signed a new, long-term contract with the club, Arsenal confirmed on Thursday.
Diaby, 23, who joined the Gunners from Auxerre in January 2006, has been outstanding for the club and scored his sixth goal of the season in Arsenal's 3-0 win over Aston Villa on Sunday.
"This shows my long-term commitment to Arsenal and I am very happy here, which is why I am so pleased to extend my contract," said Diaby.
"It's a great thing for me and hopefully there will be some good years ahead for me here."
Wenger said: "Abou is a great player with huge presence on the football pitch and he has the potential to be an extremely influential part of Arsenal for many years to come."
