The Frenchman is out of contract at the end of the campaign and his future remains unclear.
The club may decide to call time on his stay in North London after 20 years at the helm, or Wenger could opt to move on himself.
Wenger has indicated he is open to a new deal at the Emirates on a number of occasions and now he has revealed he will try and continue his managerial career elsewhere should his time with Arsenal end.
"I like to do what I do," he told beIN Sports. "Will I do something else one day? I don't know. But I'm not at the end of my knowledge or desire to do more and become better.
"The only thing that drives me on is I want to be a better manager [tomorrow] than I am today. As long as I have that, I don't want to stop my career. Even if I feel I don't do well [at Arsenal] I will manage somewhere else maybe. The disadvantage when you're getting older is that everyone asks you always, when will you stop? I don't know. I just try to do well and enjoy what I do."
Wenger has been mooted as a potential England manager of late, with Gareth Southgate currently the interim Three Lions boss, and Paris Saint-Germain have been linked with him in the past.