Wenger has no regrets staying with Arsenal
Bayern Munich chief Uli Hoeness revealed they have twice tried to land the Frenchman.
Wenger said: "No regrets, not at all. You do what your gut feeling tells you and you do what you think you are.
"You believe in the values you have and you do it like that.
"It is like that in life. You do what you think is right and do not expect anything in return for what you do."