The Poland international insists the under-fire Emirates manager has the full backing of the squad, and revealed he could never play for the Gunners' bitter rivals Tottenham
The Gunners go into their home clash with Manchester City 18 points behind leaders Manchester United with a game in hand after suffering their worst start to a Premier League campaign since Wenger joined the club in 1996.
However, their No.1 goalkeeper has praised the manager and his influence on the club, and insists he will work hard in order to end Arsenal's seven-year trophy drought.
"In the club [Wenger's] God," Szczesny told the Polish version of Playboy. "Nobody can rebel against him. The God is only one.
"It's not that easy to cross your boss in England. Those who try it usually don't get first-team opportunities.
"Even not shaking hands after the game has its consequences. You can get away with murder in Poland but not so much in England."
The 24-year-old has also had a difficult season, with injuries and a loss of form leading to a stuttering start for the talented youngster.
But despite this season's early woes, Szczesny admits he relishes the responsibility of being Wenger's first-choice keeper, and will strive to bring the good times back for Arsenal.
He continued: "Mr Wenger invited the goalkeepers for a meeting and told us who was No. 1, No. 2 and No. 3. Since then I've felt much more responsible for the team and I've had much more respect from my team-mates."
And while the keeper is ambitious, he reveals he would turn down a huge offer from the club's rivals Spurs in order to build a long and successful career with the Gunners.
"I couldn't play there - never ever! I can't imagine any circumstances which could force me to play there. There are some things you can’t do in your life.
"I hope in 14 years we'll speak about my two decades at Arsenal," he added. "I know we haven't won any trophies recently but I can't change clubs because of that. I just must work even harder to help us win trophies."