Wenger however admits he has always been close with PSG owners.
There are speculations that the French club would be interested in having Wenger in a general director role, having appointed Thomas Tuchel as their new manager.
“I have only just finished, so I have not taken a decision.
“There has been no contact [with PSG], so, for the moment, I am really staring at a blank page.
“We have always been close, and I even encouraged [ownership] to buy PSG at the time. I thought that with their means, there was something to be created, to do, in a city that loves football. You have that in every country – you cannot have a small team in a capital city.
“They have done well there, they have started the job and I think that we are a little demanding of PSG today,” Wenger told beIN SPORTS when asked about his future.