A humiliating exit from the Champions League at the hands of Bayern Munich and the fact that the club are now sitting sixth in the division has seen the Wenger Out brigade at fever pitch.
Despite scoring five and assisting five goals in 22 Premier League appearances this season, the 28-year-old feels he has become a scapegoat for Arsenal's struggles. I was happy as long as I was playing football.
He went on to discuss his relationship with the fans further, stating: "You know what made me proud?"
"What is at stake for us is how do we respond to a mentally disappointing period?"
Wenger has since tried to play down those talks, insisting they don't need to sell players to their rivals anymore.
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'There's only one team in London, ' declared Wenger, attempting to downplay the suggestion Sanchez was issuing a thinly-veiled come-and-get-me plea to Chelsea with his latest comments. Video replays were used twice in that game to make crucial offside decisions, both in Spain's favour as they won 2-0.
Wenger recently benched Sanchez for Arsenal's key Premier League game at Liverpool after the player stormed out of a training session. The games are coming thick and fast - our season will be decided by the next two months. "But as well, I can not sit here and say we have no flaws or weaknesses in our team, because we have. Our future will be decided by our mental qualities".
It was put to the 67-year-old that he had lost big players to rivals in the past, like Ashley Cole to Chelsea, Samir Nasri to Manchester City and of course Robin van Persie to Manchester United. "He has had an exceptional career".
"I personally believe both of them want to stay".
"We have a strong foundation but the team needs to be strengthened", he added.