The 24-year-old has been strongly linked with a departure from North London this summer, with Premier League rivals Chelsea, Manchester City and Manchester United all said to be keen on acquiring the France international's services.
But Wenger has praised the former Marseille man's application during the Gunners' pre-season preparations.
"He has always had a very good attitude," Wenger said.
"We are a big club with many good young players so we are confronted with many rumours and speculation.
"But it doesn't affect much what's happening inside the club. We have to live with that and you could see when [Nasri] played that he wasn't disturbed by that."
With Nasri only having 12 months remaining on his current contract, the Frenchman will be able to walk away from the Gunners for nothing next summer, should an extension not be agreed.
This has lead to a suggestion that the Arsenal board may be keen on cashing in on the midfielder this summer, but Wenger insists club finances are not the only consideration when making such decisions.
"I believe that is no problem. It is a technical decision. On one hand people say I don't spend enough and when I spend people say I spend too much. It's very difficult to find the right medium.
"What is important is that the club has a good team and is in a strong financial situation. The decisions are dictated by financial restrictions but not only by that. The most important thing is that the team is right and our financial situation is right as well."
Nasri made a return to action on Wednesday, playing the final 24 minutes of the opening match of the Gunners' pre-season tour of Asia. The London side ran out 4-0 winners against a Malaysia XI.
