Wenger, 69, ended a 22-year stay with the Premier League side at the end of last season before stepping away from management for this campaign, goal.com reported.
The Frenchman, who has reportedly turned down numerous opportunities, said he would return, although he is unsure in just what role.
"I will go back into football, for sure," Wenger told the Guardian.
"In what position I don't know, whether that is as a manager or not. The appetite, the desire, is still there."
Wenger, who also managed French clubs Nancy, Monaco and Japan’s Nagoya Grampus Eight during his career, said he would quickly decide what kind of position he wanted for his first job away from the Gunners since 1996.
"Originally I said I want to manage straight away again. After that I thought maybe I take a little distance," he said.
"I came to the conclusion that I want to share what I learned in my life. Because life is only useful if at some stage you share what you know. In what way will it be, will it be just winning football games or in another way? That's what I have to decide. That decision will come very quickly.
"Football is still my passion. That's the only thing I have a little bit of a feeling I know a little bit about."
During his time with Arsenal, Wenger led the Gunners to three Premier League titles, with the most recent being the famous ‘Invincible’ season in 2003-04.
The Gunners also claimed seven FA Cups during his tenure as well as seven Community Shields.
Since stepping away, Wenger has been linked with a number of jobs, including roles with Paris Saint-Germain and France, but has yet to settle on a landing spot.
Arsenal, meanwhile, finished fifth in the Premier League in the first season under Wenger's replacement, Unai Emery.
Emery will get his chance to lead Arsenal to a trophy when the Gunners takes on Chelsea in the Europa League final in Baku with Arsenal needing to win that match to secure Champions League football for next season.