Wenger stated this while defending his record during his 20 years in charge of the Gunners and insists he has built an “absolutely remarkable” club.
The 67-year-old has come under serious pressure recently with the team performing below par, but reports say he has been offered a two-year contract extension.
Wenger has not won the league title since 2004 and in an interview with beIN Sports, he was quick to point out that Liverpool have never won it in the Premier League era.
“For me Arsenal is the best club in the world and what we have built is absolutely remarkable, not only on the results front but on the values that this club, what we have built. Of course a football club is about winning, it’s as well about values.
“Nobody talks about that anymore but sport is as well about values and I think integrity, respect, humility, togetherness are very important qualities and if you would visit our club you would see that they really exist on a daily basis. That is part of what I am proud as well.
“You can basically say that if you don’t win the championship it is not a successful season and I can understand that but you take clubs like Liverpool and they have not won the Premier League, they are a big club.
“You have clubs like Man City, Man United, certainly the championship will be won by Chelsea so we have all, and no matter how many we are, Tottenham, all these clubs, every year only one will win it,” Wenger said.