And, unlike that other chap who favours red and white, the man they call ‘The Merse’ ain’t at all happy about that.
“That’s the problem with Arsenal, it’s too nicey-nicey,” he tells me.
“He’s got a group of players round him, Wenger, that are nice. Nice.
“I’m not talking about a bad egg but he’s got no-one in there who’s going to kick up a stink. Like a Roy Keane or a Tony Adams or a John Terry.
“Someone who, if it ain’t going well, they’ll say, ‘that’s shit’.
“They’ve got no leaders. When you see Arsenal and they’re not winning, you never see anybody on the pitch getting them going.
“I’ve said it before: they’re all nice, they probably all go out together with their families and everything. I played in two very successful teams at Arsenal.
“We never went out like that. The lads went out - about six or seven players went out for drinks - but I can imagine this team turning up at everybody’s christenings.
“It’s happy families. That don’t win you nothing.”
It’s a classically colourful Merson rant, that mixture of the old school and the politically incorrect which will be familiar to viewers of his appearances on Sky Sports.
But nobody could deny that it’s born of a genuine frustration with his old club which you suspect would be shared, to a greater or lesser extent, by Gooners everywhere.
“Where are Arsenal at?” he muses.
“Same place they’ve been for the last…” and his voice trails off as he can’t even bring himself to reel in all the years since the club’s last Premier League title in 2004.
“Can they win the league this year? They can. Will they win the league this year? I don’t think so.
“They are still one of the top teams so they’re always going to be there or thereabouts but, for me, they need to get themselves into a proper title run-in.
“I know they came second last year but from March they never looked like winning it. So they need to take it to another level.”
A big part of the problem, he feels, is that Arsenal are tactically one-dimensional.
“They don’t have a Plan B,” he argues.
“They’ve only got a Plan A. Which is: play the Arsenal way. ‘It’ll work, it’ll work, it’ll work – oh no, it hasn’t worked. But we’ll do it again’.
“Tactically, it’s not good enough in my opinion.
They changed the way they play once – and that was at Man City last year and they won the game. They played defensively and they broke off a shape. He hasn’t done that since.
“When they went to Man United last month –even though they got the draw in the end - it was atrocious. There was no plan.”
Another key problem, Merson maintains, is that Arsenal simply don’t have anything like as many top quality players as Arsene Wenger was able to call on in the days past when his teams were all-conquering.
“Well the ‘Invincibles’ were an unbelievable football team,” Merson points out.
“He’s had some unbelievable players in his time at Arsenal. That team wasn’t a fluke. They had Thierry Henry, they had Dennis Bergkamp, they had Petit, Vieira, Overmars. They had world-class footballers and he hasn’t got world-class footballers anymore.
“Well, Sanchez, Ozil and Cazorla – for me they’re players. But the others are alright.
“I don’t mean that in a horrible way but would any of the others get in a top four team?
“If they went up for sale tomorrow, everybody would be after Sanchez, Ozil and Cazorla. But you look at the other players. Oxlade-Chamberlain and Theo Walcott – would Man City go and buy ‘em? Would Chelsea? Nah, I don’t think so.”
Nor does he think that Wenger has it in him to get more out of the current crop. Indeed, he reckons a big opportunity for a changing of the guard was missed at the Emirates at the end of the last campaign.
Says Merson: “I think he should have gone to the board last season and said. ‘I’ve had a great time, it’s been brilliant but I can’t go on forever. Now you have to go and get one of the world-class managers like Guardiola, Klopp, Conte, Mourinho, Koeman’.
“The problem is that now there isn’t one of those managers out there. People say to me, Eddie Howe.
“I like Eddie Howe, he’s a good lad. I’ve played with him and I’ve watched him work with Bournemouth and he’s very good. And one day, in my opinion, he could be the Arsenal manager.
“But the problem is: could he go to Atletico Madrid and persuade Antoine Griezmann to come and play for Arsenal? I don’t think he could.
“Everybody gets offered big wages now so players are getting sold the club by the manager they’re going to play for. Pogba goes to Man United. They’re not even in the Champions League but they had the Mourinho factor.
“A lot of people talk about Diego Simeone at Atletico Madrid. He’s a defensive coach, his teams are hard to beat.He’s the manager of a team that wins 1-0 every week.”
Paul Merson finally pauses for breath.
“We can’t have that,” he adds with a wry laugh. “We’re the Arsenal!”