The 30-year-old Russian has made 15 appearances for The Gunners this season – but has started just eight of those games.
He said: “Right now I don’t think about changing clubs. If I will be benched for a very long time, then such an issue might be relevant.
â€œI still want to play for 90 minutes, but now I am glued to the bench. I wouldn’t like to play for a Russian club other than Zenit [St Petersburg], and there were no contacts with Anzhi Makhachkala.”
Arsenal boss Wenger celebrated 15 years in charge of Arsenal earlier this season – and Arshavin believes it will be the Frenchman himself who decides when the time is right to step down.
“Wenger is a very strict manager,” Arshavin told Sport Express. “He always gladly helps when there are difficulties off the pitch, but nobody at Arsenal even thinks to talk him into changes when it comes to football issues. The answer is obvious to everyone,” he said.
“It’s true that Wenger has a unique philosophy. Sometimes you know that you will be replaced at 70 minutes, regardless of how well you play. Sometimes you sit on the bench and know for sure you will enter the game at 65 minutes.
“Wenger has full support from the board. I think he will leave Arsenal only when he chooses to.”
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news