Julio Baptista has been told that Arsenal will not take up the option of signing him permanently.
The Brazilian agreed a season-long loan with The Gunners last summer, with Jose Antonio Reyes moving to Real Madrid in exchange.
Wenger has now travelled to Madrid to discuss both players' futures, and has reached the decision that he does not wish to keep Baptista.
"Arsenal have told me they are not able to buy me and so all I can do is return to Real Madrid," said Baptista.
Baptista struggled to break into the Arsenal side initially but injuries to key players gave him the chance to become more influential.
He feels he improved as the season progressed and admits he will be sad to leave.
"I have enjoyed my first season with Arsenal and in England.
"I adapted well. I didn't play much at first but finished much better. The first year is very difficult.
"The English league is very strong and very competitive with great teams."
He was ok but with poor first touch and little to no pace most Arsenal fans knew he wasent signing permanently. Wouldent have minded another year on loan as some players take more than one season to fully adapt. He did good, but nowhere good enough.
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