The Frenchman said he hopes to see his ambition come true during his lifetime and expressed gratitude to owner Stan Kroenke for publicly backing him ahead of north London derby
The Gunners boss is celebrating 15 years in charge of the Gunners, during which time he was won three Premier League titles and four FA Cups, although he has not won any silverware since the 2005.
But despite having his judgement being called into question he insisted his ambition is to put the north London club on the summit of world football.
“First of all I think I have been very lucky to spend 15 years at this club, that's how I really feel,” he told reporters.
“For the rest I live in the present and the future so I hate to look back.
“I use the history to improve, that's what I want to do. I am grateful and lucky to have spent so much time at this club and I will try to do my best in the next game.
"The vision is to make this club the best club in the world, it is as simple as that.
“To carry through the values we think are important in the game. I'm very proud of the values I defend in the game and we will try to continue to do that."
"[I hope it happens] in my life. You may say to me I have to live very long, I don't know.
"I want to try to give my best because only the best is acceptable and if I don't manage to do it I am very sad. Like when we had a bad start to the season, it is uncomfortable but we keep going."
Wenger may have been in charge of the Gunners since 1996, but when asked how long he thought he would last, he joked: "One week, two weeks if I was lucky!
"I didn't know. I was in exactly the same frame of mind as I am now. I try to do well and see if it works or not, rejected or not, can win or not, like any manager when you come in somewhere."
The criticisms of the Arsenal boss have increased since he allowed Cesc Fabregas and Samir Nasri to leave the Emirates this summer.
And the slow start made to the season, in particular the 8-2 thrashing against Manchester United, have added to speculation that Wenger may no longer be the right man for the job.
But the Frenchman said he was very pleased to see Arsenal majority shareholder Stan Kroenke categorically state that the Frenchman was right for the role, adding: "There is never need to panic, panic doesn't solve problems. I am grateful he [Kroenke] has confidence in my abilities to sort our problems out because that is not easy to find in football.”
The next test for the Gunners is Sunday’s north London derby away at Tottenham.
They go into the match on the back of a 2-1 win against Olympiakos on Wednesday, which was their third consecutive win in all competitions, and Wenger hopes they can continue their momentum when taking on their biggest rivals.
"It's not like any other game,” he said.
“It is for us an opportunity to continue our way back to a more ambitious position in the league.
“The fact that it is a derby makes it more difficult but it is more enjoyable.
“It is a very important game, you know the next game is always the most important in your life. We do not try to play down its importance at all, I just think it's the same home or away - if you play well you win.
"It is fantastic. Both sets of fans are up for it. We have done very well over the years but most important is to play football."
The match against Spurs sees Emmanuel Adebayor once again come face-to-face with his old side, following on for his infamous goal when playing for Manchester City where he ran the entire length of the pitch to celebrate in front of the Arsenal supporters.
The Togo international has since acknowledged his mistake for the incident and Wenger hopes the Arsenal fans will restrain from abusing him should he be in the starting eleven.
"That's what you don't want. You want people to support the team in a positive way, all the hate, a football game is a fantastic day that everyone has to enjoy and with a positive atmosphere it is even more fantastic so let our fans get behind our team and forget about the rest. If the game is great the attention will be on the game,” he added.