The Frenchman is under growing pressure as the Gunners' season goes from bad to worse after six defeats in their last nine games in all competitions.
Arsenal lost again on Saturday, falling to a 3-1 defeat away to West Bromwich Albion, their fourth Premier League loss in five fixtures.
Wenger, whose contract expires at the end of this season, revealed after the game that he is close to clarifying whether or not he will stay on as manager.
He told reporters: "I will announce my future soon. You will soon know and very soon – you will. Don't think I don't worry about that.
"We are in a unique bad patch that we haven't had in 20 years. That's more important than my future."
Arsenal are currently fifth in the Premier League table, five points below the top four.