"Sometimes I see it but I say that I didn't see it to protect the players and because I could not find any rational explanation for what they did," Wenger said.
But Wenger, who has coached Arsenal for close to 13 years, said he was not tempted by a recent offer to coach Spanish side Real Madrid.
"I knew what they wanted to do, but I didn't want to leave Arsenal," the 59-year-old Wenger said.
"I want to go to the end of my job here. I built this team, I want to deliver with this team and I feel that if I left I would in some way have betrayed my beliefs."
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