The Frenchman left the Emirates earlier this summer after over two decades at the helm.
He won three Premier Leagues and seven FA Cup titles while at the club though came in for criticism towards the end of his tenure.
A ‘Wenger Out’ campaign started as Gunners fans became frustrated at the club regularly failing to compete for the league title.
Having reached just one Champions League final during Wenger’s time, supporters also became frustrated at an inability to win a European trophy.
And now Wenger has surprisingly admitted he made a mistake by staying with Arsenal for as long as he did.
When asked by French radio station RTL his biggest mistake, Wenger responded: “erhaps staying at the same club for 22 years.
“I’m someone who likes to move around a lot, but I also like a challenge. I’ve been a prisoner of my own challenge at times.”
Spaniard Unai Emery has replaced Wenger at the Emirates and won his first pre-season friendly on Saturday as the Gunners beat Boreham Wood 8—0.
Emery has already begun work on shaping his own Arsenal squad, with Bernd Leno, Stephan Lichtsteiner, Sokrates, Matteo Guendouzi and Lucas Torreira having all arrived at the Emirates.
But the new boss is keen to remember the hard work Wenger put in at Arsenal.
“I said at the first press conference at the Emirates, for me I have high respect for Arsene,” said Emery.
“In Nyon every year, he spoke and the other coaches were quiet and listened to him.
“I am going to do my work here, but respecting many, many things here that he did well.”