The team reportedly tested a prototype in a grand prix practice session this month, with Bild newspaper claiming it adds 8kph to the car's top speed.
"I don't want to comment on every idea," said team boss Ross Brawn. "But we do need to take risks with the new car in order to move forwards."
Michael Schumacher, meanwhile, denied the existence of a new wing.
Asked how the new component felt during recent testing, the German brusquely answered on Thursday: "Perfect."
But he later added: "We didn't use a different front wing, quite honestly. It was as good as before."
McLaren technical boss Paddy Lowe, however, admitted this week that he has heard about Mercedes' idea.
"There's been quite a lot of coverage but we're not feeling desperately excited. We're not singling it out against many other things we're constantly reviewing," he said.