The Frenchman has yet to sign a two-year contract extension at the Emirates Stadium that has been agreed since October.
Goal understands Arsenal have made contact with Louis van Gaal due to the uncertainty surrounding Wenger’s future, although the Dutchman has told friends he is “very keen” at replacing David Moyes at Manchester United.
|11/1||Newcastle are 11/1 with Bet365 to beat Arsenal on Monday|
When then asked to clarify exactly what he meant, he added: “That means to stay.”
Wenger also spoke about the life of a coach in English football following the sacking of David Moyes and insists managers are not given enough time.
"If you want quality people in any area, you should give them the time to develop and become actually good," he told L'Equipe.
"Or else, quality people will not come in the future. The average life expectancy of a coach in the Premier League is eleven months. It's very unstable."
The Arsenal boss also admitted he was surprised with the way Manchester United handled Moyes' exit, with many newspapers reporting his departure the day before it was confirmed.
"It is very surprising. In this kind of situations, you want the coach to be the first to know. Eyes in the eyes; like we are accustomed to," he added.
"It seems that it did not happen that way. Apart from the fact that he was fired, what I regret the most is that it happened despite his great experience in Premier League. He showed quality, we would have loved to see him stay longer."