Wenger said: "I've never thought seriously about leaving though I don't know if the board ever thought to dismiss me. I do my job as best I can.
"I am still here because I have built a new team and I want to see what I can achieve with them. I have had opportunities to leave but I've decided to stay because I think I have the best job."
Wenger has an enforced break from his usual routine when most of his players go on international duty after playing at Reading on Monday, but he said: "I'm always busy doing the work I cannot do when we play, like paperwork and contracts. I'll be watching games every night. There is always football.
"I am quite lost on holiday but the holiday period is the transfer period. I can sit on the beach with my phone. I have met players at the beach before."