Wenger was under pressure throughout the summer because of the uncertainty surrounding the futures of Cesc Fabregas and Samir Nasri, two of his best players. That uncertainty, and their eventual departures late in the transfer window, meant Arsenal's preparations for the new season were far from ideal.
And the Frenchman wryly explained to reporters: "In my job, you expect to suffer. So that's why when I go to hell one day, it will be less painful for me than you, because I'm used to suffering."
Although he was ultimately pleased with his overall transfer activity, he admitted: "I could write a book about the summer. It was the most disturbed we have had since I have been here.
"The book would be quite an interesting read. Not because of me, but because of all that happened. It was quite unbelievable - and you would see that it was not as easy as it can look from outside."
He feels, though, that the club’s deadline day business shows the club’s established stars that Arsenal are ready to challenge once more after losing two star midfielders.
"They [the squad] could be a little bit worried about our ambition because they see big players moving out and not big players coming in," Wenger told reporters.
"If you look around you when you are a big player, the confidence you gain is as well by when you look who is around you. That is important for a football player."
Wenger was widely criticised for leaving his transfer business so late in the day, and admits that "we have not mastered the timing," although he is confident he has put together a competitive side.
"I think we kept our head cool.
"We didn't do anything stupid. What we did made sense on the financial side, the quality of the player and the experience we needed.
"It is now down to me and to the players to show that I made the right decisions."
Regarding the will-they, won't-they saga of the two departing midfielders, Wenger reflected:
"It is like in a company. When you are half in and half out, it's not as good as if you're completely in. That happened at the start of the season," he said.
"In our job, like in any given job, you have to create some collective and you need everybody to be on board and focused on it.
"Even when you have that, it's difficult to reach that. If you don't have that, it's much more difficult.
"I must say, Fabregas and Nasri played completely well and respectfully, but they were not completely here."
The Arsenal manager added: "There was no resentment. There was maybe more, from the players who were here, uncertainty about our potential and about our determination to strengthen the squad."