The Frenchman, who spent 22 years at the north London club, is rightly hailed as one of the best coaches of all-time thanks to his trophy haul at Highbury and the Emirates.
He signed and developed some of the greatest names in world football on the way to those successes.
You won't find many Gooners grumbling about his transfer business give he gave them the chance to watch Thierry Henry, Robert Pires and, ahem, Igors Stepanovs.
But it could have been even better had Wenger landed all of his targets across his tenure, and you get the feeling they might have manager a second 'invincible' season.
So, who did the legendary gaffer miss out on? talkSPORT takes a look.
Goalkeeper: Gianluigi Buffon
When the goalkeeper was 20 years old and plying his trade at Parma, he had dinner with Wenger, who was keen to sign him in 1998.
Buffon, though, remained at the club before sealing a £32m move to Juventus in 2001.
"From what I know, there have been three serious times when English clubs made an approach for me," he revealed in 2017.
"Two of them were when I was a young player at Parma, and I know Alex Ferguson and Arsene Wenger asked about me - and then, when Manchester City was taken over, I know they approached Juventus."
Defence: Raphael Varane
Wenger appeared understandably disappointed to have missed out on the defender, who moved to Real Madrid from Lens in 2011, when discussing the failed move.
"I'm happy for him because he's carving out a role at one of the world's best clubs, which is remarkable," he said in 2013. "Yet at the same time, when you are in charge of a club like Arsenal, you have to wonder why this player is not playing for us. He was at Lens, and we might well have caught him there."
He's now in the Premier League but with Manchester United.
Defence: Vincent Kompany
Man City signed the defender in 2008, but Wenger was keen when he was Anderlecht, shortly before making the move to Hamburg in 2006.
Speaking at the time, the player's agent, Jacques Lichtenstein told Het Laatste Nieuws: "Arsenal were interested in Kompany.
"Wenger made it clear that he wanted to sign Kompany to replace Sol Campbell, if he would leave the English giants."
Defence Gerard Pique
When Arsenal signed Cesc Fabregas from the Barcelona academy in 2003, they also wanted his good friend, Pique.
However, Wenger couldn't get the deal done and the defender joined Man United in 2004.
"It was at a period where Fabregas came. We wanted to take Fabregas, [Lionel] Messi and Pique. It worked only for Fabregas."
Midfield: Gareth Bale
"We didn't take him as we had Ashley Cole and Gael Clichy and didn't want another left-back. I must confess it was a huge mistake as he can play in midfield," Wenger explained in 2013.
"He struggled at the start at Tottenham, then they moved him to midfield and he has done exceptionally well. The career of a player sometimes depends on playing in the right position."
Midfield: Paul Pogba
Speaking in 2014, Wenger said: "As a footballer, he has everything. It is difficult to figure out what he doesn't have.
"Things happened very quickly. We were interested in him. We tried to get him to come [to Arsenal]. But he very quickly signed for Juventus [in 2012]. He has the potential to win the Ballon d'Or."
Midfield: N'Golo Kante
Wenger and Arsenal made two attempts to sign the Chelsea midfielder, the manager revealed in 2017.
"I tried to sign Kante when he was in France and when he was at Leicester. We cannot explain everything - transfers are transfers - but it is quite obvious when you look at where he has gone.
"I believe Kante has had a huge impact. It's no coincidence Chelsea are where they are and Leicester did what they did last season."
Midfield: Jadon Sancho
"I wanted to take him from Man City when he didn't get the games," Wenger said earlier this year.
"I tried to lure him because he's from London. I tried to get him to Arsenal.
"He's one of the best players of his generation. He can dribble, he has the arrogance.
"There's something in there that is part of the big players. You can call it arrogance, confidence, belief; but it has to be there."
Forward: Kylian Mbappe
Wenger admitted he had begun making attempts to sign Mbappe as early as 2016 and the France striker was full of praise when discussing the legendary manager, calling him a 'football monument'.
"A little while ago, before I signed for PSG, we were in contact in 2017. I chose a different direction but he wasn't annoyed at me. He was a gentleman about it and wished me good luck."
Forward: Lionel Messi
"We were in discussions with [Messi] when we bought Fabregas, because Messi played [with him]," Wenger revealed.
"You can realise sometimes what fantastic youth teams you had before when you're a club like Barcelona. In the same team, Messi, [Gerard] Pique and Fabregas.
"Pique and Fabregas came to England [with Manchester United and Arsenal respectively], Messi stayed in Spain. We were interested in him, but he was untouchable at the time."
Forward: Cristiano Ronaldo
"Very close. One step. Seriously," Ronaldo told Piers Morgan when asked how close he came to joining his beloved Gunners.
"It didn't happen, but Arsenal, I appreciate what they did for me, especially Arsene Wenger. In football you never know where you are going to play, life is like that."