The Frenchman has been in charge of the Gunners since 1996 and signed a two-year extension in May despite speculation he could leave the Emirates Stadium after missing out on UEFA Champions League qualification last season.
Wenger has long been linked with a switch to the international game, with his long association with Arsenal seeing him linked to the England job as well as his native France.
Any approach has yet to materialise, but Wenger admits the less labour-intensive world of international football could suit him later in life.
"Maybe yes I will do it at some stage but until now I like to be involved every day in the life of a club because the real test is there," the Arsenal boss said.
"Four or five weeks is a different experience, it's more concentrated but I believe the real experience to manage a team is on a daily basis.
"But I will not always have the physical strength to do that so maybe I will move into that [international coaching].
"Of course [it is tempting], I haven't decided that, it's just a fact that my life is linked with football, in what way will be linked to my physical state.
"But until the end of my life I will be in football. I don't know in what kind [of role] as a director, as a manager – as long as possible as a manager. But one day that will stop. But I will stay in football of course."
And he has not ruled out being on a bench at the 2022 World Cup in Qatar, saying: "Maybe, you never know!"