No, Wall of strength do not block teleportation. The relevant parts of the description of the spell are as follows:
Nothing can physically go through the wall.
It's pretty clear, but teleporting is not "physically going through" the wall, so that's fine.
The wall also extends into the ethereal plane,
block the ethereal passage through the wall.
This is certainly a little less clear. However, nothing in the description of teleport this suggests that it involves the Ethereal plan. In fact, it does not really say how it works:
This spell transports you instantly […]
to a destination that you select.
The destination you choose must be known to you,
and he must be on the same level of existence as you.
That's all we know. However, there is much more convincing evidence in the description of Forcing:
If the creature tries to use teleportation or
interplanar travel out of the cage, you must first make a
Charisma saving throw. If successful, the creature can use this magic to get out of the cage. In case of failure, the creature
can not get out of the cage and wastes the use of the spell or
effect. The cage also extends into the ethereal plane,
block the ethereal journey.
This is a pretty clear distinction between teleportation and air travel (one is difficult, the other is actually impossible). So, they are different, and the barrier to travel ethereal in Wall of strength Is do not apply to teleportation.