The Gunners sold Alexander Hleb and Mathieu Flamini to Barcelona and Milan respectively last summer, and Wenger admitted that it was a loss for the club.
"We lost Hleb and Flamini last summer and we have had to rebuild," the Frenchman said.
"But we have done that now and the future looks bright. We don’t want to have to rebuild again, so I want to keep all the players together for next season. I don’t want to lose anyone.
"I want to add to the squad and have identified one or two targets. But identifying players and buying them are two different things.
"Ideally I would like to bring everybody in before we start back in pre-season training in July. I don’t want to leave it until the end of August."
Wenger will be aiming to keep Emmanuel Adebayor, who was strongly tipped to leave the Emirates Stadium last season.
The Togolese, who was frequently booed by Arsenal fans, is linked with a move to AC Milan.