Thousands of supporters were seen streaming out of Wembley early after their side were hammered 3-0 by Manchester City.
While hundreds of thousands more took to Twitter to demand the Frenchman resigns with immediate effect after the Wembley humiliation.
Despite the pleas from fans, it seems unlikely.
Wenger agreed a new two-year contract, extending his then 21-year reign at the club, last May.
It means he is under contract with the club until May 2019.
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Despite the huge calls for him to go, Wenger will likely stick it out until the end of the season at least.
What could happen at the end of the season?
Well, Wenger would still be under contract but he has previously admitted his position will be reviewed when the campaign is over.
Speaking at the club’s AGM in October, Wenger said: “I want to see what the board thinks of my performance.
“After that we decide where we go from there. My desire has always been to respect my contracts, but that is what I meant.”
What are the pundits saying after Arsenal’s Carabao Cup disaster?
The reaction has been, unsurprisingly, negative. Gary Neville went into a full-on rant at Arsene Wenger’s men live on air with Granit Xhaka, Mesut Ozil and Aaron Ramsey getting the brunt of his criticism.
He said: “Look at Ramsey walking, he’s walking. Xhaka’s walking. Mesut Ozil is walking.
“Don’t walk at Wembley. Don’t walk on a football pitch. It’s impossible. Run.
“Look at Xhaka and Ramsey walking back, they are central midfield players.
“Forget Arsenal, I’ll come into them in a minute as they’re a disgrace.
“A minute before that goal I mentioned the walking of the Arsenal payers and the retreating runs of Ramsey and Xhaka.
“They are an absolute disgrace they are, walking on a football pitch at Wembley, giving up. Spineless.
“This is a dark, dark day. The team have just not shown up.
“There’s nothing I’ve liked about this Arsenal performance – not one single thing.”