The Gunners currently sit top of the Premier League table just over mid-way through the campaign.
But they've been overly reliant on French international Olivier Giroud to lead the attack - back-up Danish forward Nicklas Bendtner is the club's only alternative.
They have been linked with a whole host of top names, including Atletico Madrid's Diego Costa, Napoli's Gonzalo Higuain and Manchester City's Stevan Jovetic.
But, so far at least, they're yet to make a move. Summer signing Yaya Sanogo is reportedly close to a comeback after suffering with a long-term back injury - although the young Frenchman is not expected to make an immediate impact on the first-team.
And the report claims Arsenal's top stars have pleaded with Wenger to open the chequebook and sign a big name.
The Gunners spent £42.4m on Mesut Ozil last summer, and the club reportedly has a sizeable transfer kitty at the ready for Wenger to use.
And the club's players want Wenger to strengthen the squad further as it looks to compete on three fronts - the Champions League, FA Cup and Premier League - with the aim of winning a first trophy since 2005.