The Arsenal manager is subject to questions in his press conferences every week. However, Wenger is so adept at dealing with the media that he is able to bat away almost any uncomfortable question with a nonchalant quip or a furrowed brow.
He commands such respect from the national press that many questions are shelved simply on the grounds of being disrespectful. No-one wants to question Wenger's absolute authority.
However, given the opportunity to grill Wenger face-to-face, what are the top 10 questions Arsenal fans would want to see answered?
Go to the next slide to find out.
Arsenal signed Park Chu-Young from AS Monaco at the end of the 2011 summer transfer window, nipping in to pinch him from under the nose of Ligue 1 club Lille as reported by The Metro.
However, in the two years since his arrival, Park has made just six appearances for Arsenal.
Last year he was sent out on loan, and this season he is not even training with The Gunners' first-team squad.
It's clear Arsene Wenger has very little faith in the South Korean front-man, so the question begs: why sign him in the first place?
Arsenal have entered the season with just one senior centre-forward.
Olivier Giroud is the only man qualified to play as a lone striker in Arsenal's system. Both Lukas Podolski and Theo Walcott seem more comfortable on the flank, and Yaya Sanogo is still inexperienced and unproven.
The club badly needed to acquire a new striker.
As we now know, The Gunners ended up with neither.
The Higuain deal seemed relatively easy to complete, so why did Arsenal not pursue their interest in the forward to its conclusion?
Since the turn of the year, Lukas Podolski has found himself out of Arsene Wenger's good books.
Despite his lethal finishing, Podolski has been relegated to the substitutes bench on a regular basis.
The German enjoyed a productive first six months at Arsenal, so why did Arsene Wenger lose faith in using him as a starter so swiftly?
In the summer of 2012, Steve Bould seemed the perfect candidate to replace Pat Rice as Arsene Wenger's assistant.
However, since Bould's appointment the pair have been dogged by stories such as this one in The Daily Mail about their increasingly strained relationship. There are suggestions that Bould feels he has been marginalised and that his defensive expertise has not been sufficiently called upon.
What's really going on?
When Andrey Arshavin arrived at Arsenal, it looked like a match made in heaven.
Arshavin's idiosyncratic and creative style seemed perfectly suited to Arsenal's attacking play. However, after burning brightly for six months, Arshavin's star faded dramatically.
Where did it all go wrong? Was it down to attitude? Was it a problem with his fitness?
Only Arsene Wenger really knows.
Arsene Wenger has trained some of the greats: George Weah, Thierry Henry, Patrick Vieira, Dennis Bergkamp and many more.
It would be fascinating to learn who Arsene Wenger considers to have been the most talented among this vast galaxy of stars.
Arsene Wenger is a proud man. He is not quick to own up to his mistakes.
However, there must be decisions at Arsenal which he regrets.
Perhaps he wishes he had held on to experienced stars like Thierry Henry or Patrick Vieira a little longer. It might be there are players he could have signed that he allowed to slip through his fingers—like, for example, Gareth Bale.
It would be fascinating to discover the occasion when Arsenal's greatest manager felt he got it most wrong.
Arsene Wenger was asked recently if he would consider working with a Director of Football. His response was emphatic: "No" according to The Daily Mail.
Franco Baldini has shown at neighbours Tottenham that such a role can help smooth out the transfer process. Arsenal often struggle to get deals over the line, so why won't Wenger bring in someone who can lighten his considerable load?
Arsenal fans are understandably excited about the arrival of German international Mesut Ozil.
If allowed to chat to Arsene Wenger, few fans would be able to resist asking how he envisages Ozil fitting in to his Arsenal XI.
Will he play wide with license to drift in to the centre? Will he be handed a spot in the middle, with Santi Cazorla playing from the left to accommodate him?
Arsene Wenger has the answer.
Arsene Wenger's current contract expires at the end of this season.
Now that the transfer window has closed, speculation will doubtless turn to Wenger's own future.
Does he intend to sign a new deal at Arsenal, or will he walk away to join PSG or perhaps even retire?
What would you ask Arsene Wenger, given the chance? Let us know below.