Wenger recently announced that he would be stepping down as Arsenal boss at the end of the season following a 22-year spell at the club.
"I think the best thing is to take a holiday and travel around the world," said Stojkovic, who is a close friend of Wenger's. "It's going to be hard for him because everyone knows him. He's so intelligent that he knows what he should do.
"I think he needs a rest and after that we will see. I wish him all the best in the future but I think now he deserves rest and a little holiday with friends.
"What I'm definitely sure of is that he won't say goodbye to football."