The Gunners boss was responding to criticism that some of his high fee signings have turned out to be a waste of money, but Wenger backed his players to respond to the disappointment of their Capital One Cup defeat to Bradford.
In the Friday press conference, the name of Gervinho was mentioned as a potential example, but Wenger did not accept the suggestion.
"Who are the big buys?" said Wenger. "How much? He [Gervinho] was £8m. Gervinho is a good player, yes. But I don't want to go into individual assessments.
"Chamakh was a big buy? He was free. Squillaci, nearly free.
"You cannot say that we have a squad of no quality. They are international players."
The Gunners have slipped out of the top four in the Premier League, and are in danger of failing to qualify for next season's Champions League.
Add in the shocking midweek humiliation at Bradford - Arsenal lost on penalties to the League 2 side - and Wenger is under pressure at Arsenal to deliver results.
Sections of the supporters at the Emirates Stadium have called on the Gunners boss to spend big in January, and billionaire investor Alisher Usmanov has offered to inject money to make it happen - but Wenger insists he will not take that route.
"Look, I've always said the same, which is that we want to produce the money from our own resources. What do you call big [in terms of a signing]? We will buy Lionel Messi in January and surprise you!"