The Gunners boss, who is leaving the club after 22 years at the end of the season, wants to stay in football and has said he still wants to work in management.
Asked if he has had any job offers, the Frenchman confirmed: "Yes, more than expected.
"But I'm not analysing or considering anything. I want to work well here until the last day of my contract.
"For sure I will be active. My brain demands work and is active.
"I have huge experience in management. Overall, I will work.
"What will I do? I don't know."
Wenger, 68, said his goodbyes to the Emirates Stadium on Sunday in the Gunners' 5-0 crushing of Burnley.
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It highlighted how good the North London side could be at home, hitting a joint high of home goals in the Premier League during Wenger's tenure, while their away form has let them down.
Arsenal are currently sixth in the top flight and 11 points off the top four, with no chance of qualifying for the Champions League next term.
But the Frenchman does not see himself staying in England.
He added: "At the moment, that is difficult for me. I don't envisage that.
"I would like to finish one of my last press conferences to thank David Dein who brought me here.
"He had a special vision for the future and the Premier League. He gave a foreign manager a chance when no one knew me.
"He deserves special thanks because he is a special man."
Meanwhile France and Arsenal have been rocked by news that Laurent Koscielny will miss the World Cup and is out for six months with an Achilles injury.
The defender has made 51 appearances for Les Bleus and was one of their best players during their march to the Euro 2016 final.
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