"We think it's disrespectful to comment on other clubs's players", Zorc said in quotes released to German media following the prematch news conference.
Speaking on Thursday, Wenger claimed Aubameyang had the right character to fit in at the Emirates.
The Gunners are interested in signing the £60m-rated Gabon forward, who has been left out of his side's trip to Hertha Berlin on Friday night.
"There is no contact on our part to Arsenal", Dortmund sporting director Michael Zorc said Thursday.
Aubameyang's relationship with the Dortmund hierarchy appears to be at breaking point, with the Gabon global being strongly linked with a move to Arsenal.
"But at the last practice I just felt like he wasn't fully focused".
"We will see about everything else".
His absence was again clearly evident as Dortmund had few chances in a subdued first half before Davie Selke put Hertha ahead seconds after the restart. "It's a hard situation".
"I think everybody is in the understanding that between €60-€65 million, with or without a player like Olivier Giroud going, it will be a deal Dortmund will be happy to accept".
The Italian publication stated that Aubameyang had initially requested to leave the Signal Iduna Park 18 months ago, however was asked to delay his move by 12 months due to Ilkay Gundogan, Henrikh Mkhitaryan and Mats Hummels all leaving the club that summer.
Malcom is unsettled with his future up in the air and is keen to play under Wenger, but with Bordeaux, who find themselves a disappointing 13th in the Ligue 1 table, wanting to keep one of their star names it would seem a January transfer is unworkable.
Wenger added: "We played many times against him (Mkhitaryan) when he was at Dortmund". If something changes, I would be informed.
United midfielder Jesse Lingard joked about Sanchez undergoing a medical at his club yesterday in a further indication that the Old Trafford club were confident of an imminent move.
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