The filmmaker is said to have been handed the challenge of turning the hit TV series into a box office blockbuster and industry website IMDb.com has even listed Christina Hendricks as his rumoured leading woman, with a release date of 2015.
Refn claims he hasn't been hired for the job - but he's hopeful the rumours will prove true.
Explaining how the gossip came about, he tells the BBC, "I was asked what would be my dream project, so I said Wonder Woman, and it built up from there. Then people asked who I would cast and I said Christina Hendricks, because she's the perfect woman. She's a great actress and she looks like a woman should look."
Refn, who directed Mad Men star Hendricks in new action drama Drive, admits he's heard some talk about his Wonder Woman future, but it might depend on how well his upcoming remake of sci-fi classic Logan's Run goes.
He adds, "I have to write it first, but she and I had a very good partnership."
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