The Football Association is currently searching for a new coach for the Three Lions, after Sam Allardyce quit the role on Tuesday after only one match in charge.
U-21 coach, Gareth Southgate, has been appointed as a temporary boss for their next four matches.
Wenger has been linked with the job in the past and it is believed the FA will try again for the Frenchman.
Speaking after their 2-0 win over Basel in the Champions League on Wednesday, he said: “My priority has always been this club. Until the end of this season I am here and completely focused on that.
“I said many times my priority was towards Arsenal Football Club, I will have to assess how well I do until the end of the season.”
Wenger also praised his team, who have extended their unbeaten run to eight matches.
“I would like to congratulate my team for the quality of football they produced. The first half was top, top class,” he told the club’s official website.
“We have to be ambitious but also keep our feet on the ground. We know how we want to play but we still want to get better.”
Source: dailypost