Arsenal go to Manchester United on Sunday knowing a win would guarantee them at least third place in the Premier League and an automatic spot in the group stages of the Champions League.
Wenger has already ruled out buying a new central defender this summer and insists he will only add “world-class players” to his squad, but the Frenchman says making any changes to the spine of his team would risk upsetting the balance they have found this season.
“People are always having good ideas and it looks good strengthening here, there, but when you go to who (to buy), it is much more difficult,” Wenger said.
“You can always look at possible areas where you can strengthen, but sometimes in your own team the cohesion is important as well, and that is linked to the type of players that play together.”
Wenger added: “It always sounds logical. Who doesn’t want a good spine?
“But to know each other, to play together at the back, in the heart of the game is important as well.
“To add to the extreme (positions) sometimes it is less risky, but where the heart of the team is, playing together for a long time is very important as well.”
Wenger, meanwhile, is not contemplating following former United boss Sir Alex Ferguson into retirement any time soon.
“Sometimes I think, ‘What is he (Sir Alex Ferguson) doing all day’ you know, but he looks very happy in his retirement,” said Wenger, now by far the longest-serving manager in the top flight.
“He is lucky because he is interested in horses as well. When he gets up in the morning, he can go to horses, practise or training.”
Wenger, who grew up in the Alsace region near Strasbourg, added: “I love horses as well, but I don’t go to races. I like horses in general because I am a farmer, you know.
“(I went riding) when I was a kid of course, but now? No, my back could not take any riding.”
Asked what his hobby could be in retirement, Wenger said: “Watching football.”