As he approaches his 66th birthday, he must surely think about life after football.
"It crosses my mind but for no longer than five seconds because I panic a little bit," he replied. "I am more committed than ever. It is how much you love what you do that counts - and the love is not necessarily diminished by the number of times you've done it.
"Football is new every day. You have an exam every three days. You have no way to look back. You have to prepare the next exam and come out of it with success. It always demands 100 per cent commitment. Enthusiasm is not a problem, honestly."
Wenger admitted he met his old adversary, Sir Alex Ferguson, at Old Trafford after Arsenal's FA Cup win earlier in the year. Retirement was inevitably on the agenda.
"I said, 'Come on, you don't miss it?'" Wenger said. "He said, 'No'. He'd had enough. But he has horses. I have no horses."
What Wenger has is perhaps the first truly thoroughbred squad since a brilliant first phase in England, lasting nine years, that included three Premier League titles, two doubles, four FA Cups and an 'Invincible' season.
What will be remembered as the second chapter was the nine years from 2005 until 2014. To his critics, it was a time of near misses and trophyless failure. To his admirers, it was a period of relentless top-four consistency and selfless planning that provided the stadium and base for Arsenal to compete alongside Europe's elite without having their foundations gold-plated by a billionaire benefactor.
And so that brings us to this final part of Wenger's Arsenal story. The period from 2014, when Arsenal have begun to benefit financially from the Emirates Stadium move and started to buy world-class players and win trophies again.
Yet asked if he really can now look further ahead, perhaps five or 10 years, and Wenger's first instinct is self-preservation.
"I'm like every manager," he said. "You lose three games and..."
Boardroom support for Wenger remains total, although Arsenal have been seeking his advice on implementing structures to help the eventual transition.
"I want to do well for the club and, as well, when I leave one day, leave the club in a position where the club can go on and on," he said.