The Gunners face a serious risk of missing out on Champions League football next season and their best chance of qualifying is by winning the Europa League.
It is thought that Wenger may call time on his 22-year reign in the summer, despite having 12 months left on his contract.
But if the Frenchman does decide end his spell in north London then he claims he would like to try his hand at another club before entering retirement.
“I know that depends on my physical status and how well I am mentally.
“It’s a decision I’ll have to make at some stage.
“At the moment I live in the present and I just want to do as well as I can for my club and I don’t worry too much what happens to me.