Tony Adams is the latest to hit out at Wenger for not hiring him since retirement.
But the Gunners boss says his former charges have no right to walk into a job just because of their career as a player.
He said: "I just think at a football club you want people to help you do the job. You have to employ people who can help you to be successful.
“If I leave tomorrow Arsenal Football Club I have no right to come back, because I have worked here.
“You have to be needed. If you have made a career as a player somewhere, it doesn't give you any divine right to come back. Because all the players, at some stage, they decide to leave, when their interest was to leave.
"It is not like some players have never left the club. When it was their interest to go somewhere else, they went somewhere else."