The Arsenal boss has not led his team to a trophy in nine years, and is yet to secure Champions League football for next season.
The West Brom manager, whose side face Arsenal at the Emirates Stadium tomorrow, told Sky Sports News: "I don't think Arsene would have survived in Spain. Carlo Ancelotti at Real Madrid is a good example. Three months ago he was under real pressure and now they are in the Champions League final.
"In Spain, England and Germany it is always the same, the head coach lives for the results. But I'm not surprised Arsene is still in a job, as I agree with Arsenal. He has a good philosophy."
A win against the Baggies tomorrow would secure a top-four finish for Arsenal.