The Frenchman is yet to sign an extension to his current deal at the Emirates Stadium, but is widely expected to do so in the coming weeks.
Despite many predicting he would eye a return to his homeland when he does eventually leave the club he has managed since 1996, Wenger has spoken of his ambitions to move to the Bundesliga.
"If I was to go somewhere then I think it would be in a different country because I am so much Arsenal that I would not like to coach anywhere else in England," he is quoted as telling beIN Sports.
"Germany (is an option) because I am of German culture a little bit and it's a country where I have never worked and I am very close to it."
Wenger also claims Arsenal came close to signing Eden Hazard from Lille before the Belgium international signed for Premier League rivals Chelsea for a reported £32 million.
"Yes, I wanted to take him, I had his agent at my home but again the barrier was financial and Chelsea made an effort that I couldn't make," he added.
"He can be one of the players who grows into the (Lionel) Messi, (Cristiano) Ronaldo stature if he continues to develop well."
Arsenal are already assured of their place in next seasons's UEFA Champions League and visit Norwich City in their final game of the Premier League season on Sunday.
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