The Frenchman revolutionised the English game when he took charge of the Gunners in 1996 after a stint in Japan with Nagoya Grampus Eight.
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His first full season saw Arsenal win the Premier League, with the club adding a further two league titles before 2004.
Wenger stepped down as Arsenal manager after 22 years in 2018, where he oversaw the club moving stadiums from Highbury to the Emirates.
Unsurprisingly, his free-flowing football philosophy caught the eye of potential suitors from across the continent.
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And the 73-year-old, who is now FIFA's Chief of Global Football Development, has lifted the lid on who he rejected, including the England national team, a role once dubbed 'the impossible job.'
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Appearing on beIN SPORTS, Wenger spoke of his pride at turning Arsenal into the club it is today.
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He said: "I turned Real Madrid down, I turned Juventus down, I turned Paris Saint-Germain down.
"I turned the English national team down, the French national team down. At the end of the day, I believe that I did what was important to me in my life.
"After, you have to let people judge what you do. I was in a public job, but my conscience was clear and my way to act and to behave was clear.
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"And I'm basically thankful for that for having done it because it's funny today, so many people come to see me and to say, 'thank you for what you have done for the club.'
"Because they understand that was my priority, and I believe as well that Arsenal are respected all over the world because the values of the club came through."
Declaring he wanted to leave a legacy at Arsenal, he remarked: "First of all, I worked always, and I stayed for a long time without resources, because it is in my character.
"I was happy to work for something that was bigger than me and I felt that if I could leave a legacy, to build a training ground, build a stadium, have a fantastic academy, the guys that come after me can work in decent conditions.
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"When I left, the money situation was clear and positive."
Wenger returned to the Emirates for the first time since leaving five years ago to witness Arsenal's Boxing Day win over West Ham.
Speaking of his decision to come back, he said: "I always thought that when I worked as a manager at Arsenal I would love to come back some time and watch the game as a fan and being relaxed and not tense.
"I felt somewhere I have to do that to finish that story well, I had to do that."