"He called me," Wenger said.
"He has asked to come here and to work on his fitness. He has not done anything for a long, long time.
"(It's) purely for fitness. There's no speculation about signing or anything."
It is still to be determined whether, and where, Beckham will continue his own footballing career.
Beckham also played a prominent role in the delegation sent to Singapore which helped to secure the 2012 Olympic and Paralympic Games for London and if he does not continue his football career, there are many avenues for the future.
With Wenger playing down the possibility of Beckham signing on a permanent basis he was asked what benefit there is for Arsenal.
He said: "Nothing. To help somebody.
"We are open for people who behave well when they come here."