The 68-year-old announced on Friday that he would be stepping down at the end of the current campaign, to bring an end to his almost 22-year spell in charge of the north London side.
Wenger had found himself under increasing pressure at The Emirates in recent seasons following his failure to deliver a Premier League title since 2004.
The Gunners have struggled to produce consistent form in the top flight in recent seasons, and they currently find themselves in sixth place in the table.
Wenger has led Arsenal to three Premier League titles and seven FA Cups during his time in charge of the north London side.
And England legend Lineker was quick to take to social media to pay tribute to Wenger after the news of his exit from Arsenal was confirmed.
Lineker wrote on Twitter: “Arsene Wenger is to leave @Arsenal at the end of the season. He has given much of his life to Arsenal.
“He has brought much success to the club. He has given much to the game of football in our country. Merci et bonne chance, Monsieur Wenger. #Wenger.”
Meanwhile, Arsenal are currently preparing for their Premier League clash against West Ham at The Emirates on Sunday.
The Gunners will return to Europa League action on Thursday night when they take on Atletico Madrid in the first leg of their semi-final clash.
MORE: Man United latest news
MORE: Arsenal latest news
MORE: Chelsea latest news
MORE: Liverpool latest news