The Gunners boss has taken his side to the top of the Premier League, but their lead was cut down to two points following the disappointment of a 1-0 defeat at Manchester United on Sunday.
Wenger, 64, has yet to agree terms on a contract extension, with his current deal set to expire in the summer.
The Frenchman, though, insists the hunger for more success burns just as fierce as when he first took charge at Highbury in October 1996.
Speaking in a Q&A on the club's official Twitter feed, the Arsenal manager said: "Certainly, I have a few more wrinkles (now) (but) what has stayed the same is the huge desire to win every single game."
Despite being in the game for so long, the former Monaco and Nagoya Grampus Eight coach - who has been linked with a move to big-spending Paris St Germain - insists he is learning all the time.
Asked what one decision in his career he would change, Wenger replied: "Every season you make wrong decisions. You have to go with your gut feeling sometimes, but you learn and analyse."
Wenger was asked about a wide varitey of topics by Gunners fans, ranging from whom he felt was currently the best player, Lionel Messi or Cristiano Ronaldo, to when he would be getting a "top, top quality coat", what was his favourite hobby and whether he would ever consider managing Southend.
The Gunners boss was also quizzed on where Jack Wilshere fitted into his current squad, the England international having been somewhat overshadowed by the performances of Aaron Ramsey this season.
Wenger said: "His best position is as a deep-lying midfielder, where he can be a distributor. He has a good burst and vision."
Wenger also felt his team paid a heavy price for their "nervous" opening at Old Trafford, where a goal from former striker Robin van Persie proved enough to settle matters just before half-time.