The Frenchman was given an emotional send-off following his final home game after 22 years as Arsenal boss.
After the 5-0 thrashing of Burnley he admitted: “It’s a new start for me.
“I have to learn how to reconnect with myself and organise everything in my life. For 22 years I have had to forget about my own feelings and care about the problems I needed to sort out.
'AU REVOIR' Arsene Wenger bows out as fans say 'merci' to 'Mr Arsenal'
“Now I have a bit more time for myself and I would be happy to come back one day and sit in the North Bank. Then I could shout at the next manager!
“But that depends on whether I will work somewhere else, whether I will be free in my next job.”
Wenger, 68, won three titles and seven FA Cups with the Gunners.
He added: “It’s a story that ends and I will cherish every minute I was here. You will all be happy to see a younger face in front of you and I have to deal with that.
“But the reception I have received from the supporters today means that even if they are not always happy, they still respect me and know that, at least, I always gave my total commitment.
“They understand that I worked with complete integrity and I take that as a big compliment.
“I don’t want to speak about the next manager because I have nothing to do with that and I don’t want to give him a handicap by putting pressure on him.
“But he will inherit a much better team than people think. You can see that the togetherness is special and with the right additions this team will challenge next year.”
Wenger was presented with a gold Premier League trophy originally awarded to his unbeaten Arsenal side after their 2003-04 Invincibles season and admitted: “I don’t know where I will put it. It is a complete surprise for me.
“So many things have happened today from the moment I woke up — but after 840 Premier League games can you imagine how many sleepless nights I have had?”
Tonight sleep will come easy as Pierre-Emerick Aubameyang (2), Alexandre Lacazette, Sead Kolasinac and Alex Iwobi gave him a great finish to his time in North London.
GOLD STANDARD Wenger given gold unbeaten trophy during Emirates send off
Burnley boss Sean Dyche shrugged off his team’s heaviest defeat of the season 24 hours after they were assured of securing Europa League football next season.
He said: “We didn’t have our usual edge. Arsenal had something to turn up for, although it must be frustrating for Arsene that they don’t play like that a bit more often.
“But I am not going to question my players because they have been absolutely outstanding this season.
“For a club like Burnley to be in Europe is a massive achievement and beyond what everyone thought we were capable of.”
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