Cruyff believes you can still be successful using a good youth set-up and by recruiting talented young players.
Gunners boss Wenger told The Sun: "I totally agree with Cruyff - and I won't change.
"The only sad thing is that sometimes your work is destroyed by others.
"You want to see a player in his prime doing it for your club. But it does not work like that all the time. I am a victim of that. I lost Samir Nasri, Gael Clichy and Cesc Fabregas at an age where they should have been playing their best football for Arsenal. But I never left the club when I could have.
"I could have left 10 times to join another club but I didn't because I have worked with the same vision and philosophy at Arsenal for the last 16 years - and that won't change.
"Besides, money was never a motivation for me. And, in a similar way, people like Cruyff don't put all their energy in building football teams with young players just for the money.
"We all do this because we want to give something back to football."