Arsene Wenger admits he is 'cautious' over allowing anyone to leave Arsenal this month.The Gunners head into tomorrow's FA Cup third-round tie at Coca-Cola Championship Burnley still very much in contention for honours. The Premier League leaders have the first leg of a Carling Cup semi-final against north London rivals Tottenham coming up next week, and will also take on European Cup holders AC Milan for a place in the last eight of the Champions League. Tomorrow's cup tie will be the last game before Arsenal lose trio Emmanuel Eboue, Kolo Toure and Alex Song to the African Nations Cup. Although Robin van Persie remains the only major injury concern, Wenger knows his troops could be left a bit thin on the ground should any unsettled players find a way out of Emirates Stadium during the transfer window. The Gunners boss insists the 'door is not closed' on veteran goalkeeper Jens Lehmann remaining at Arsenal, with the German set to feature at Turf Moor. Reports have suggested the likes of Lassana Diarra - only signed from Chelsea in August - Abou Diaby and Brazilian midfielder Gilberto could be considering their futures. Wenger, though, insists he has no intentions of adding to his playing staff, and is not keen to see any movement out of the club either. The Arsenal boss declared: 'At the moment, I have to take care of the season. 'We are in a good position and want to win every competition. 'You need a big squad and what looks a big squad can quickly look very short. 'At the moment we have not too many injuries, but with the number of games we play and the intensity of the games we play, I have to be cautious not to let too many players go.' Johan Djourou and Philippe Senderos will provide cover in the centre of defence while Toure is away with the Ivory Coast. Wenger remains pragmatic about the whole situation, which could have been worse had striker Emmanuel Adebayor also qualified with Togo. 'I consider they are injured, so if they were injured, they would not play,' said Wenger. 'The day they get out of the competition, they are not injured any more and so you get them back.' Wenger sees no reason why the scheduling of the annual event could not be brought in line with other major international tournaments. 'It dates from a period where they had no floodlights and had to play during the day, therefore it was maybe too hot in some countries in June and July. That has changed now,' said the Arsenal boss. 'They could put it now maybe on the same date as the European Championship.'