The Frenchman is now pondering his next career move after leaving the Gunners after 22 years.
Wenger admits he cannot work in England due to his love for Arsenal, but reports have claimed that PSG want Wenger to oversee Thomas Tuchel’s reign.
However, the 68-year-old insists he has always been close to the club’s owners and has had no discussions about a move to Les Parisiens.
He told beIN SPORTS: ‘I have only just finished, so I have not taken a decision. There has been no contact [with PSG], so, for the moment, I am really staring at a blank page.
‘We have always been close, and I even encouraged [ownership] to buy PSG at the time. I thought that with their means, there was something to be created, to do, in a city that loves football. You have that in every country — you cannot have a small team in a capital city.
‘They have done well there, they have started the job and I think that we are a little demanding of PSG today.’
Bayer Leverkusen have signed keeper Lukas Hradecky from Eintracht Frankfurt ahead of Bernd Leno's likely exit.