Not everyone was impressed. Selecting an entire match-day squad without an Englishman for the first time in Arsenal's history in 2005 helped stir a debate over foreign players that continues to this day.
Only this week one of Wenger's leading players, Jack Wilshere, expressed unease at calls for young foreign-born players to be naturalized and become eligible to play for England.
For Wenger, it's a complex issue in a world where national identity has become increasingly blurred.
"We live in a global world," Wenger pointed out. "I have players who have three different nationalities. And at the end of the day I ask them, 'Where do you really feel you belong?' And that is for me where you are from."
"I have boys who have come from Africa. Many immigrants now come to Europe, they stay four or five years in one country, then they move to another country and they have three different passports," he said. "At the end of the day, I believe you are from the country where you feel the most comfortable with the culture of the country."
Wenger never reached a high enough standard as a player to be called up by his country. Success has instead come from the dugout, although his team's last trophy was the 2005 FA Cup — and it hasn't won the Premier League since 2004.
This season started with jeers at the Emirates Stadium when Aston Villa inflicted a defeat that prompted questions about how long Wenger would remain in a job he has held since 1996.
However, since that opening day setback, Arsenal has reeled off 10 successive victories in all competitions before drawing a West Bromwich Albion on Saturday. His side entered this two-week international break at the top of the Premier League.
There is no gloating, though, at proving wrong the fans who seemed to lose faith in him.
"It's not a personal battle," he said. "My desire is I love to win. I love to do well. I just feel I am happy if I can give some pleasure and happiness to people who love Arsenal. That is my main target. When I don't achieve that I am very disappointed."
Plucked from the relative obscurity of Grampus Eight in Nagoya, Japan, Wenger has delivered three Premier League titles and four FA Cups over his 17-year reign.
As for the future, it's one he clearly envisages in his adopted homeland.
"I can see the rest of my life in England, why not?" Wenger said as the interview drew to a close.
"I feel comfortable in this country because we share a common passion for football and as well I am very thankful for this country for having accepted me and giving me a chance," he added. "I am happy on the football pitch."
And he shows no desire yet to leave it.
Rob Harris can be followed at www.twitter.com/RobHarris .
Cut pounds of stomach fat every week by using this 1 weird old tip.