Alexis has admitted he will decide on his future at the end of the season and it is believed he could go if the Gunners fail to secure their usual place in the Champions League.
But the 28-year-old has also insisted it is “very bad" that fans have been demonstrating against Wenger and calling for him to go this summer, when his contract expires.
He said: “This is normal. I think in every team they always buy more players. Barca, Real Madrid, Bayern, they always buy more players and I think we can have the option to buy more players to be stronger every day.
“For me, it (fan demonstrations) is very bad. He is the manager who gave a stadium to the club, won cups, and he has been 21 years in the job. He is the creator of the stadium, the players and style of the club."