Wenger, who has failed to guide the Gunners to a trophy since their FA Cup success in 2005, is coming under increasing pressure from the club’s disgruntled supporters, with the Gunners suffering a humiliating Capital One Cup defeat by Bradford City of League Two on Tuesday.
The 65-year-old, whose side are 15 points behind Premier League leaders Manchester United, revealed his disappointment at losing the likes of Cesc Fàbregas, Samir Nasri and Robin van Persie in recent years as the Frenchman believes his team were just about to realise their potential.
“My regret is that we already had a great team two or three years ago which could compete on four fronts,” Wenger told FourFourTwo.
“But you could feel the potential was there, and I thought, ‘OK, let’s do this together’. Then the team split up, sometimes after five or six years’ work, it is frustrating, you have to start all over again.”
Wenger added: “We have lost recent players earlier in their careers – to lose Van Persie, Fabregas, [Samir] Nasri and [Alex] Song in just two years, it is a massive amount of potential, of course you worry.”