Unai Emery will be hoping to bring silverware to The Emirates in his first season at the club and with the League Cup being the first trophy up for grabs, it could be the one he focuses on.
Real Madrid are now seeking a new boss and Wenger is one of most fancied names, according to bookmakers.
However, he seemed to rule out going to another Premier League club. I'll be somewhere - but I don't know where.
The Gunners booked their quarter-final spot with a 2-1 win over Blackpool on Wednesday night, while their rivals beat West Ham 3-1 at London Stadium., thanks largely to a double from Son Heung-min. Couldn't really do much about the goal, although, if I was being super critical, I could make an argument that he should be more authoritative in his penalty area.
Arsenal overcame the disappointment of Sunday's draw with Crystal Palace by making it 12 wins in their last 13 matches. "I felt I worked very hard for this club, I dedicated my whole life for this club to be in good shape when I leave it".More news: Won't Tell You My Targets - Steven Gerrard Coy On January Transfer Window
'I want to give them confidence, give them calm and it's true after today with this mistake, the supporters also, as the ball is arriving to him, it is better to continue supporting him and other players confidence to continue our style and our idea on the game.
Asked if Arsenal could maintain a genuine challenge for the Premier League crown they last won under Wenger 14 years ago, the Frenchman said: "Yes, why not?"
"But overall the quality's there".
"We are looking for the confidence in each goalkeeper".
"I have dedicated my whole life to one club - it would be hard and not well accepted", the Frenchman said.