The Austrian - former boss at Ingolstadt - took the reins at controversial side Leipzig over the summer following their promotion to the Bundesliga and has led them to a three-point advantage at the top of the standings after 12 games played.
Speaking to reporters at a pre-match press conference, Hasenhuttl confirmed that "there was a lot of truth" in recent speculation linking him with a switch to the Emirates in the near future.
"It was a well-researched story. There was a lot of truth to it," he said. "I have heard of worse fates than succeeding the longest-serving manager in England.
"It's not damaging my reputation, is it? We don't have to put too much thought into [the Arsenal job]. I have found my luck here."
Wenger's current Arsenal contract is due to expire at the end of this season.