Other ex-Arsenal players also expressed their gratitude to Wenger on social media.
"That process begins today", he said.
Claude from supporters' YouTube channel Arsenal Fan TV is also one of those overjoyed at the news Arsene Wenger is stepping down. It is different now because we have to challenge, but in Germany he was a big role model. "But it does mean we need to be bold in the appointment and get the person that we believe is the right person".
In-spite of all his shortcomings as a manager, Wenger will, no doubt, remain a legend at Arsenal. Then they lost to Barcelona - Jens Lehmann became the first player to be sent off in a Champions League final - and you could see that as half-time in Wenger's reign because they have gone downhill ever since.
"Our academy teams are doing extremely well". Out went a search for players focused only on Britain and Ireland, and in came scouts criss-crossing Europe, exploiting Mr Wenger's contacts and knowledge to assemble a formidable squad.
"When Arsene was appointed, he was not on everyone's radar".
Feyenoord coach Giovanni van Bronckhorst has praised Arsenal manager Arsene Wenger and revealed he is using his methods in Rotterdam. I think your question is a typical question from somebody that was not in this side.
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Several names have been put forward for the job, and Wenger himself has talked up the potential of one of his former players to assume the huge responsibility.
Gazidis, who paid fulsome tribute to Wenger's work at the club and his personal qualities, said the Frenchman would always have a place at the club but said it was "too soon to say how that would look". As clubs around him started buying bus-loads of readymade superstars, Wenger continued building teams around young talent.
Wenger arrived at the Emirates with Ferguson's United at the peak of their powers but immediately threw down the gauntlet, winning the Premier League and FA Cup double in 1998, before repeating the feat four years later.
"What he gave to Arsenal even in the period without Premier Leagues, all the transition of the club from stadium to stadium, everything he did".
Said Stan Kroenke, Arsenal's American owner: "Arsene has unparalleled class and we will always be grateful to him".
His all-consuming fixation with football earned him the nickname "Professor" with the club's fans, but seems to have cost him his marriage to his long-time love.
Wenger was under contract for next season, but in the waning stages of his worst campaign in 21-plus years at Arsenal - sitting sixth in the Premier League, and with the Europa League Arsenal's only hope of Champions League qualification - he announced he'd walk away at the end of the season. We saw Emmanuel Petit and Patrick Vieira eating massive amounts of food before games and still having lots of energy at the end of the game.