The Frenchman spent 22 years as manager of the Gunners, winning three Premier League titles and the FA Cup on seven occasions, while famously overseeing the Invincibles side of 2003-04.
However, Arsenal struggled to match the standards of the golden days of Wenger's early tenure after the move to Emirates Stadium in 2006, though there were three FA Cup triumphs in 2014, 2015 and 2017.
There was an increasingly vocal "Wenger Out" brigade at Arsenal towards the end of his stay at the club and those moments were tough for Wenger to accept.
Speaking to the Guardian, Wenger said: "The hostility of a section of the fans and the board was unjustified.
"I felt as if I’d built the training centre and the stadium myself brick by brick...it was very hard, very brutal.
"Arsenal was a matter of life and death to me, and without it there were some very lonely, very painful moments."
Elaborating further on his time at Arsenal being life and death, Wenger said: "It was my approach to the job.
"When you drive home after a defeat, and you think about the number of people who are destroyed, you have a sense of responsibility, of guilt.
"I believe there is no other way for a manager than to identify completely with the club, and to behave like he owns it."
Wenger opened up on the struggles he went through after a defeat, often replaying games in his mind, causing sleepless nights.
"I was more mentally sick. I made 1,235 games for Arsenal and didn't miss one. I can't remember when I stayed in bed to miss training in 22 years," he said.
"But, after defeat, you never sleep. You have an internal film that goes through your mind. It's a sense of anger, humiliation, hate.
"The next day you have to put that into perspective but every defeat is still a scar on my heart."