After dodging more questions about who the club's next manager might be, and what he may do next himself, Wenger said how unusual it often felt as a soccer manager to be asked frequently how he was feeling.
That "Invincibles" season was his last as a Premier League victor, though, and fans became exhausted of Arsenal's inability to compete for Premier League and Champions League titles.
Thursday's Europa League semi-final defeat to Atletico Madrid meant there would be no fairytale ending to his reign in terms of silverware but the overall supporter reception remained positive, in spite of regular protests over the course of the past few seasons.More news: Opry Mills shooting: Man fatally shot at Nashville, Tenn. mall
While the result paled into relative insignificance, Arsenal's players ensured that Wenger would remember his last game fondly at the stadium he helped create.
Arsene Wenger used his farewell speech at his last-ever Arsenal home game to wish Sir Alex Ferguson a speedy recovery following his brain haemorrhage.
Arsene Wenger suggested on Sunday that once relieved of his duties as Arsenal manager in a week's time he could think about life as a fan of the London club he served for 22 years - and have fun shouting at his successor.
The speech was followed by a lap of honour around the pitch where Wenger applauded every corner of the stadium, thanking fans for their support over the years.More news: Check Out New Footage of Beyond Good & Evil 2's Characters and Spaceships
The Frenchman was presented with the special trophy that the club was awarded in recognition of his Invincibles seasons of 2003-04 to keep as a personal momento of his time at the club. Thank you all for being such an important part of my life.
"Personally, I expect today will be dominated by sadness", Wenger said.
The Frenchman stated: "I will always be an Arsenal fan". I don't know how I feel!'. A brace from Pierre-Emerick Aubameyang as well as goals from Sead Kolasinac, Alexandre Lacazette and Alex Iwobi secured the flawless finale.
"I would like to finish in one simple sentence: I will miss you".More news: Matt Ryan, Falcons Agree To Record-Setting New Contract
"That's how I see it".