A look of bemusement flashed across his face. "I don't think about the situation in that way," he said. It was not the only abrupt answer of the day but it also did not conceal the truth, which is that Wenger has indeed never faced anything quite like this.
One by one, questions followed on just about every issue confronting him, from the quality of recent signings and his relationship with assistant manager Steve Bould to the once unthinkable territory of whether he is still the right man for the job.
Wenger, as ever, was defiant and, in taking full responsibility for anything and everything that had gone wrong, also slightly masochistic. "That's what I'm here for," he said. "I'm responsible for results." There was also a hint of a siege mentality as he declared that he had a "united" staff and attacked what he called the "lies" in the newspapers. "I believe it's a good opportunity to show we are strong inside the club and let people talk," he said.
Questions were raised this week about Wenger's willingness to delegate to his coaching staff after Bould's individual training sessions with the defence were stopped. Wenger is sure his approach will again deliver, predicting that "we will turn it around before the end of the season" and arguing that he should be judged in May.
On his own position, he even appeared to invent a new adjective. "I've answered that – let's not get parrotic." For the record, Wenger has previously always said that he will see out a contract that expires in 2014.
"My job is to be determined and give importance to what is important," he said. "What is important is I love football, I love this club and I give my best for this club. I am very determined and very hungry. If I wasn't, I wouldn't sit in front of you. Our season will not be judged on how well we do in the Capital One Cup but how well we do in the Premier League, the Champions League and the FA Cup."
On the suggestion that 16 years could be too long in a job, he said: "It can be an advantage because you have experience. You know you have gone through difficult periods before and you know how to turn it around."
It is difficult, though, to recall Wenger going through a sustained period of such difficultly. He noted that the midweek defeat by Bradford was his first against lower-league opposition but his problem is that it followed a series of unconvincing performances in other competitions.
Arsenal are seventh in the Premier League, only two points off fourth but 15 adrift of Manchester United and there is a general sense that this could be his weakest squad. Wenger described his team as "very strong" but, in suggesting the attitude of his current crop was better than some of their more illustrious predecessors, there also seemed to be a tacit admission of their more limited talent.
"These players are hurting . I have had groups who had fantastic results who were less serious, less focused than these players."
"Gervinho was £8m – he is a good player," he said. "Chamakh was free. Squillaci nearly free. I don't want to go to individual assessments. You cannot say that we have a squad of no quality. They are international players. We have not kicked on (from last season), that's true. But we have rebuilt a team this year and we'll see where we finish."
Wenger was most convincing, though, when he related Arsenal's record relative to their spending and the wider playing field of the two Manchester clubs and Chelsea. Arsenal are actually in credit on transfer dealings since the move to the Emirates in 2006 and have never finished below a Premier League team with a lower wage spend during his entire 16 years at the club.
"At the moment, we have qualified for the Champions League knockout stages for 13 years on the trot," said Wenger. "No one else has done that. When I listen to you, it must be a mistake. It sounds like we should be in the Championship."
Wenger was blunt on most other questions. On the return of Thierry Henry: "Nothing has happened." On Theo Walcott's contract stand-off: "At least it keeps the newspapers busy." On whether he has spoken to owner Stan Kroenke this week: "No." On taking all the flak: "I am here for that and you do it very well."
At the end of it, though, Wenger did have the good grace for a joke. Asked about spending "big" in January, he said: "We will buy Lionel Messi in January and we will surprise you." And, with that, he got up and headed for the training pitches. As ever, there was no doubt who would be leading the session. (© Daily Telegraph, London)