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The Gunners boss, who arrived at the club in 1996, is said to have a two-year extension on the table.
Wenger, 67, has refused to give any signs to the media about his future, and Kosciely admits the players are in the same boat.
“It is a difficult situation when you don’t know what is happening with the boss but you are professional,” Koscielny told Sky Sports.
“We are players of this club and we just want to have the best results, not to think about our situation or the situation of the boss.
“We are all in the same boat and the top thing is Arsenal. Maybe some players don’t feel great but we need to be focused on our job and not worry about Arsene.
“I don’t know [if there are signs that Wenger will leave]. Sometimes I could say yes and sometimes I could say no so I think we will respect his decision.
“He has given a lot to this club during 20 years and done an unbelievable job so we need to respect this and we will respect his decision at the end of the season.
“For me, he is a person I like a lot. He is a big part of my life and my career so I have a lot respect for him. I can’t say anything about him, just nice things.”