In an interview last week in England, Wenger name-checked several major clubs which he rejected during his 22 years in charge at Arsenal.
And in a new interview in France, he admits there's regret not taking up offers from certain teams.
"Jean-Claude Blanc also wanted me to go to Juve at all costs. It is a regret, but also a pride, to have served my club to the end, by having gone to the end of the project. It goes beyond all titles for me."
Meanwhile, Wenger is proud of his time at both Arsenal and another former club of his, AS Monaco. The Frenchman believes his career would have dramatically changed if he'd taken a chance on an offer from the likes of Real Madrid.
He continued: "I am the coach who stayed the longest in Monaco, seven years. So I was made for these loyalties. I am also someone who has intrinsic motivation. I want to improve all the time and people like me want to do the job as they see fit. I'm not sure I could have done this job in the same way at Real Madrid."
With Arsenal, Wenger won three Premier League titles and seven FA Cups.
- updated October 5