Wenger was a candidate for the job after Olivier Letang's departure.
But he explained to RMC, "Regarding Rennes, I am not a candidate because I am working a lot at the moment for the development of the game with FIFA and I focus on this.
"My future is before me. I just want to share what I have learned.
"I want to give back to the game what it taught me and do it in the best possible way."