During a Q&A session on the club's official Twitter page, the Frenchman was asked by fans who got the most laughs within the team.
While he said that Szczesny enjoys a joke or two, the Gunners boss also claimed that Nicklas Bendtner can be an amusing character.
He responded: "That's difficult, I would say Wojciech - he likes a joke. Bendtner as well."
The 64-year-old also revealed that he enjoys watching political debates in his free time.