The 68-year-old Frenchman says that he will take a step back from football for a period while he weighs up his options after an emotional exit.
Arsenal manager Arsene Wenger admits that he is “confused” as to what the future will hold for him as he plans to take a month off after he leaves the Gunners.
Earlier this month, the Frenchman confirmed that he will stand down from the Gunners after almost 22 years in charge.
As revealed by Goal, Wenger has no plans to retire from the game and, if he doesn’t stay in club management, could take a director of football role or return as a director of football.
The 68-year-old does not know what his next step might be, though, with the likes of PSG and Real Madrid having been linked with him.
“Once I’ve finished honestly I don’t know [what his next move will be],” he told Sky Sports.
“I am confused a little bit at the moment and I have decided to take a little distance for four or five weeks before I make a decision.
“I need to move away a little bit to take perspective on my situation and analyse it in the most objective way possible, even if it is not easy.
I will then decide where I go from there.”
Leaving the club where he has spent the last two decades is proving to be difficult for the former Nancy and Monaco coach, who led Arsenal to three Premier League titles.
“It is strange for me because for 22 years I have had 1,200 games or something like that for Arsenal Football Club,” he said.
“It’s not 50, it’s 1,200 and every time you prepare the team you are tense. It’s a complete part of your life, it’s more than part of your life, it is your life.
“Arsenal was my life and so of course it is special.”
Wenger takes his side to face Manchester United at Old Trafford on Sunday, then on Thursday they face Atletico Madrid in the Europa League, having drawn the first match 1-1 in London.
Much rests on the midweek encounter, as it is likely to be the Gunners’ last hope of qualifying for the Champions League next term where, should they get past Atletico, they would face either Red Bull Salzburg or Marseille in the final.