The Frenchman made this known after his side’s 3-1 defeat to West Brom on Saturday, March 18.
He said:“I know what I will do in my future and will let you know soon. You will see.”
The 67-year old also refused to lay blame at the feet of his side for the loss, instead turning his attention to decisions not going the Gunners’ way.
When quizzed about whether he believed West Brom’s second, key goal was offside Wenger said:“I thought it was offside, but the referee said it was not.”
He added that his side should have had a penalty when Shkodran Mustafi was seemingly kicked by Hal Robson-Kanu.
He said:“I thought [it was a penalty]. But at the moment, these kind of decisions don’t go for us.”
Wenger also has a number of issues to contend with after Peter Cech and Alexis Sanchez limped off during the game.
The French boss said:“We lost Cech with a calf problem.
“Sanchez stayed on injured but was not himself in the second-half so I took him off… His ankle doesn’t look good.”
He added:“We take all responsibility, it’s always a big disappointment when you lose a game like that.
“It’s worrying [this poor run] as we’re not used to it. We need to regroup and focus on the many big games coming up.
“We focus on analysing where we are not good and correct what didn’t work.”
Wenger have won just three of the last nine games, two of which were against non-league opponents, Sutton and Lincoln.
He has now lost four of his last five Premier League games, the worst ever run in his career at the Gunners.
arsenal will next face Manchester City in the Premier League on Sunday April 2.