The Frenchman admits the summer transfer window has not gone according to plan so far, with Wenger's efforts largely focused on keeping hold of Cesc Fabregas and Samir Nasri rather than hunting for new talent.
"Ideally I would have finished all [our business], but it doesn't work like that," Wenger said. "We work very hard, we are non-stop working throughout the summer.
"It's all kinds of things you meet during the transfer market, but I can understand the impatience of people."
However, the Gunners boss has managed to snap up Ivory Coast forward Gervinho, who has impressed in pre-season, and Wenger has revealed he expects to secure a big-name signing within the next week.
He added: "We want to add not quality, but super quality. We hope to give you some good news soon. Next week, something might happen."
Wenger is expected to strengthen his defence before the transfer window slams shut and has been linked with Everton's Phil Jagielka, Bolton's Gary Cahill and Birmingham's Scott Dann, while Valencia winger Juan Mata is also believed to be in the Arsenal boss' sights.