Arshavin revealed he was so deflated by missing out on South Africa 2010 that he needed Wenger to console and cajole him into playing in the Champions League victory over Standard Liege on Tuesday.
"I have not recovered after the Slovenian fiasco," he said. "I can call my state prostration.
"I don't know what I can compare it to, though many things happened in my career. My loved ones tell me now that I must forget what happened as soon as possible. I need to turn my attention to the club's matters, but it is easily said but not easily done.
"At the moment nothing spurs me to life. When Arsene Wenger asked me how I was feeling I honestly said that I just did not want to play football. He spoke to me, advised to switch to new things but it does not help at the moment."