The Frenchman was asked in a press conference whether he had considered lifting the lid on his 29 years in management so far following the release of Sir Alex Ferguson's memoirs.
"I say no at the moment, maybe one day I will be inspired," The Express quotes Wenger as saying. "I do not say never. I just do not feel that need at the moment.
"The past is history and history has to be written. We have a saying in France – it is not just about making history, it is writing history.
"It is good for Sir Alex to have a legacy of his career. He was a manager of Manchester United for 27 years, hardly an anonymous person."
Wenger has been in charge of Arsenal for 17 years.