Wenger has won three Premier League titles and seven FA Cups in his time with the club but failure to compete for a Champions League place this season cost him his job, with Arsenal now on the hunt for a new manager for the first time since 1996.
In a career as long as his, it's impossible not to have regrets, and Wenger revealed that two of his biggest relate to Arsenal's failure to win a European competition under his guidance.
“My biggest regret is that I have not won the Champions League for Arsenal Football Club," Wenger told BT Sport, quoted by the Evening Standard. "I was 13 minutes away."
In 2006 Arsenal led 1-0 against Barcelona in the Champions League final but goals from Samuel Eto'o and Juliano Belletti denied Wenger his first continental crown.
Wenger also reflected on this year's Europa League semi final defeat to Atletico Madrid. The Gunners played against ten men for 80 minutes at the Emirates Stadium but could only manage a 1-1 draw, before losing 1-0 at the Wanda Metropolitano.
"The other regret is perhaps the way we went out against Atletico Madrid," said Wenger. "I still don’t understand how we could lose this two-tie game. We should have been done after the first game.”
Wenger was also asked about the possibility of a statue being erected in his honour outside the Emirates, but his response was full of the class we have come to expect.
“I don’t know and its not necessarily what I need," he said. "I need the club to continue to work with the values we have built – the togetherness.”
Whatever regrets Wenger may have, he will always be remembered for his successes, and for being a true gentleman of football.