The 67-year-old is still to be drawn on whether he will sign a new contract to remain at the Emirates Stadium beyond the end of the current season.
After a year which has seen the Gunners drop out of the Premier League title race and exit the Champions League at the last-16 stage, reports continue to surface that Arsenal board members are keen for a reshuffle of the backroom set-up.
But Wenger will resist pressure to introduce any new figures into the hierarchy at the club as the Frenchman maintains he can remain the all-seeing eye over Arsenal if he signs his new deal.
“It is a question of teamwork inside the club,” he said.
“Some coaches are only interested in managing the team and they are happy with it.
“I am not like that and I cannot change myself now.”
The likes of former Arsenal winger Marc Overmars and ex-Germany international Michael Zorc have been linked with a director of football role at the north London club, with the pair holding the position at Ajax and Borussia Dortmund respectively.
Many Premier League clubs now have a director of football in some guise, while others rely on a transfer committee to decide on potential new recruits.
But Wenger, who has been in charge at Arsenal for over 20 years, says he does not want such a structure introduced while he is still in the job.
“I’m the manager of Arsenal Football Club and, as long as I’m manager of Arsenal Football Club, I will decide what happens on the technical front, that’s it,” he said.
“I don’t know what director of football means. Is it somebody who stands in the road and directs play right and left? I don’t understand and I never did understand what it means.”
He also suggested working alongside a sporting director or director of football would leave him vulnerable to more criticism, some of which would be unwarranted.
He said: “Who do you blame when it does not happen?
“When it does not work here, I am blamed. I am blamed for decisions I have not made. It is tough enough to be blamed for decisions you have made.
“It is difficult to imagine somebody signs a player that the manager does not know. It never happened to me.”
Wenger has seen a number of Arsenal fans protest against him continuing as manager beyond this season.
He said he would know whether he was staying or going in March or April, but is still yet to make that announcement.
Asked yesterday if this was the day he would reveal any decision, he simply said: “No.”
The second half of the campaign has been one to forget for Wenger and his side as they slipped from potential title winners to a team now fighting to finish in the top four.
But there was some relief for Wenger, who also takes Arsenal into their third FA Cup final in four seasons later this month, as he finally recorded a victory over Jose Mourinho on Sunday.
The 2-0 victory over Manchester United was Wenger’s first league win over the Portuguese at the 13th attempt and kept the hopes of Champions League qualification alive.
Now he takes his side to Southampton tonight, having not won in the league at St Mary’s since 2004.
“There is no obvious reason,” he said when asked about the Saints’ hoodoo over his side on the south coast.
“They are always up for it against us. It’s a good season to change it. I don’t believe too much in this kind of history.
“As long as we have a mathematical chance we have to fight like mad to do it (finish in the top four). We would be stupid not to get in there because we don’t believe it.”