The Frenchman will come to the end of his current deal in the summer, but it has been widely reported that he will pen a new two-year contract.
Arsenal could end the season with silverware as they are in the FA Cup final against Chelsea, but they will miss out on a Champions League spot if Liverpool defeat Middlesbrough on the final day of the campaign this Sunday.
Fans have been divided over whether Wenger should stay or go, but Koscielny cannot give any insight into his manager's thoughts.
"It is a difficult situation when you don't know what is happening with the boss but you are professional," Koscielny told Sky Sports News. "We are players of this club and we just want to have the best results, not to think about our situation or the situation of the boss.
"We are all in the same boat and the top thing is Arsenal. Maybe some players don't feel great but we need to be focused on our job and not worry about Arsene. I don't know [if there are signs that Wenger will leave]. Sometimes I could say yes and sometimes I could say no so I think we will respect his decision.
"He has given a lot to this club during 20 years and done an unbelievable job so we need to respect this and we will respect his decision at the end of the season. For me, he is a person I like a lot. He is a big part of my life and my career so I have a lot respect for him. I can't say anything about him, just nice things."
The Gunners will take on Sunderland this evening before facing Everton on the final day of the campaign.