Wenger has been linked with both the France and England jobs on several occasions, and said the lighter schedule involved in international management could be beneficial as he gets older, ESPN reported.
"Maybe, yes, I will do it at some stage. But until now I've liked to be involved every day in the life of a club, because the real test is there," he said.
"Four or five weeks... OK it's a different experience, it's more concentrated. But I believe the real experience to manage a team is on a daily basis.
"But I will not always have the physical strength to do that, so maybe I will move into that [international work]."
Wenger has been in charge at Arsenal for 21 years and was given a new two-year contract in the summer despite missing out on Champions League football for the first time during his Gunners career.
He also serves a TV pundit in France during international breaks and major tournaments, and laughed at the suggestion that he could find himself coaching at the 2022 World Cup in Qatar.
"Maybe – you never know," he said.
"I haven't decided that, to me it's just a fact that my life is linked with football.
"In what way will depend on my physical state. But until the end of my life I'll be in football. I don't know in what kind [of role], as a director, as a manager.
"As long as possible as a manager, but one day that will stop. But I will stay in football, of course."