It was announced on Friday the veteran manager will step down this summer, having helped to transform the club by winning three Premier League titles, seven FA Cups and overseen the move from Highbury to the Emirates Stadium, since his appointment in 1996.
The Gunners beat West Ham 4-1 at home on Sunday, after two days in which supporters and journalists reflected on the seismic impact the pioneering Frenchman has exerted on English football.
Despite his advancing years, the 68-year-old has given no indication he intends to retire upon leaving Arsenal, but has suggested that he is highly unlikely to accept another Premier League post.
"If you speak about emotions, that certainly would be for me emotionally difficult," he said.
"I don't know how well I would deal with that.
"It's difficult to say never, but at the moment I'm too attached to this club.
"I honestly cannot tell you much more, because I don't want you to come back to me in six months and say you lied to us. I know I did that a few times. I wouldn't like to be definite today. I don't know how I will respond to that situation."
Wenger also claimed the motivation behind his announcement was not to galvanise the team for their Europa League semi-final tie against Atletico Madrid, with the tantalising prospect of Champions League qualification still possible by winning UEFA's secondary club competition.
"I don't know," he said of the possible effect of his impending departure on the players.
"That was not the first speculation, the club needs to prepare for the future, the earlier it is settled the better it is. You cannot come in on June 1 and say 'we're separating now'.
"We will try but we play against Atletico Madrid. It is very open. Hopefully we can continue to have positive results until the end."
Wenger offered a tongue-in-cheek response to questions about the qualities required by his successor to reinvigorate Arsenal's fortunes on the field.
"Look, you take me and you take a guy who is much stronger in every point I have," he said with a smile.
"There is no perfect person."