Wenger believes that football is the most sought after game in the world because of its unpredictability and ability to entice myriads of players of all sizes and shapes.
The Gunners boss completes 19 years in charge of the north London club this season and insists that he is still nervous before every game as he has no clue what the future holds.
Wenger is true in his assessment given Arsenal's performance against Monaco at home where they lost 3-1 against what was arguably their weakest opponent in years at the Emirates.
The Gunners conspired to put in their worst performance in years to take a two-goal deficit to France, where they tried their level best to take something from the fixture.
They found themselves close to overturning the deficit, winning 2-0 but needed another goal to see them through to the quarter-finals, where they haven't set foot in over five years.
The Gunners face Liverpool next at home, in a game that can decide the fate of the top four race. A win for the Gunners will take them nine points clear of the Merseyside club, with only eight games left in the season.
"I've asked people many times why they think that football, that didn't even exist in 1850, is so popular. I think there are two main reasons. The first one is that it's completely unpredictable. More so than any other sport," Wenger told Arsenal's official site.
"The second reason is that everybody has a chance to play this sport, no matter how small or tall. That's why football is becoming stronger and bigger all over the world.
"It's so unpredictable that Bradford can go to Chelsea and win, Diego Maradona can be the best player in the world and is very small and Per Mertesacker can make over 100 caps and is very tall.
"This uncertainty and this huge potential is in your mind when you're a manager as well, so of course it makes you nervous, because nobody knows what will happen," he added.