The Gunners boss has confirmed that he will be stepping down at the end of the season to bring an end to his 22-year spell in charge of the north London club.
Arsenal are currently in sixth place in the Premier League table and therefore look like they are going to miss out on a top-four finish.
And that leaves winning the Europa League as their last realistic remaining hope of qualifying for next season’s Champions League.
Arsenal will now switch their attentions towards the first leg of their crunch semi-final clash against Atletico Madrid on Thursday night at The Emirates.
And Koscielny has urged his team-mates to help to give Wenger the ending he deserves as he prepares to bring down the curtain on his glittering Arsenal career.
Speaking to Arsenal’s website on Sunday, Koscielny said: “I think the boss has done a great job for this club and he’s still not finished.
“The book is nearly finished but we have seven finals to play and we want to give him a happy end.
“He gave the chance for other players to play for this club and believes in us so now we need to do a job just for him. What he did for many years for the club is unbelievable so all the fans, all the people who work in this club and all the players, they have a lot of respect for him. He’s a great coach and a great man.
“We didn’t hit the target we wanted at the beginning of the season and we understand the fans and that they are not happy, but today we need to show our respect for one person who did not create, but helped to build the club into what it is now – one of the biggest clubs in the world.
“So now we just need to stay together and respect it.”
Arsenal have won three Premier League titles and seven FA Cups under Wenger since his appointment back in 1996.
However, they have failed to challenge for the Premier League title in recent years and their most recent top flight triumph was their famous unbeaten season back in 2004.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news