"Sidwell was here, and he had Patrick Vieira and Emmanuel Petit in front of him and he came to me and said: 'boss, I want to go, I do not play'.
"They were, at the time, not good enough - but we still have developed them.
"We have developed Ashley Cole, but he plays for the richest club in the country."
Wenger added: "I accept the critics because I cannot say it is not true as it is true.
"But as well when I built my team I do not look where you come from, I look at who will be the best striker available and I put him in.
"I feel I am responsible for quality, and to develop players - but I cannot say to a player 'you are good enough, but you cannot play because you don't come from the right place'. For me it is not right."