Cesc has been linked with a move to Manchester City following the recent take-over of the club by an Arabian group of investors.
City has also been linked with a move for Manchester United ace Cristiano Ronaldo.
Wenger said: “The rules are there. Let’s get them respected. You cannot come out and say ‘next week we pay £250,000 to Ronaldo and £135million’ when the player has a contract with Man United. It’s not possible or acceptable.”
Wenger added: “What is worrying is that a player signs somewhere and then the next day he does not even know where he has signed. You cannot say that is a good trend.
“Football is not a supermarket. There is money in the game and I take it in a positive way.
“But the football bodies have to make sure money is ruled properly and used well for the ethic of the game.”
