Wenger will leave Arsenal at the end of this season after 22 years in charge.
He said: "In leaving, he leaves me a great responsibility because we are the two most successful managers in the Premier League now.
"When he leaves, he leaves me alone. With three titles. I do not think other managers have two. So he leaves me with that in my hands.
"But I think his legacy, his future, his influence will remain in the history of the Premier League."