0427 GMT January 18, 2020
Wenger, 70, told Bein Sports that he is planning to speak to Bayern's executive board chairman Karl-Heinz Rummenigge after the Bundesliga champion sacked Niko Kovac earlier this week, BBC Sport reported.
It comes after Rummenigge said Wenger was "not being considered as coach."
"We decided together we will talk next week because I'm in Doha until Sunday. This is the true story," said Wenger.
"On Wednesday afternoon, Rummenigge called me. I could not answer and by politeness I called him back.
"He was in his car going to the game against Olympiakos. We talked for four to five minutes maximum and he told me they had assigned [Hans-Dieter] Flick to be the coach – he will manage the next two games.
"He [Rummenigge] asked me if I would be interested because they are looking for a coach. I told him I didn't have any thoughts about it – it needs some time to have a think about it."
Wenger spent 22 years in charge of Arsenal, winning the Premier League three times and the FA Cup on seven occasions before he left the Gunners at the end of the 2017-18 season.