"I don't think McClaren should have been sacked for his lack of competence but, in this environment, it is impossible," said Wenger. "What I don't like is the fact that, the next morning, he is sacrificed. Let's assess the situation for two weeks.
"The FA need deep thinking for what happened and to find solutions. They can't now just appoint a new coach and think England will win the World Cup in 2010.
"But don't slaughter the players because the England national team has good players."
He added: "I have been in England for 11 years and I went to bed very sad and choked on Wednesday night."
Yet Wenger insists he is not interested in leading the Three Lions. He said: "If I was English then of course - but I am not so it is a 'no'.
"That is in line with what I have always said. The England manager should be English. The problem for me is McClaren was a competent guy but he has never been completely accepted in England.
"He had the qualities needed to do the job well. You could feel there was always a reluctance for him.
"He needed a positive experience to convince everybody he had the qualities to do the job."