Wenger, who managed Arsenal through their move from Highbury to the Emirates just over a decade ago, fears that paying for the move may come at an unexpected cost.
“There are some things that have changed,” he said. “The impact of the transfers has increased a lot. The prices have gone up and the prices for the stadium have doubled.
“It has not really happened in recent seasons here because other clubs have used outside resources. We had a double handicap. We had to pay back the debt and had to face the competition where clubs have even more resources than they usually have.
“The transfers of the players have tripled or quadrupled. A £10million player when we built the stadium was huge. Today a guy like Kane, I don’t know for much they can sell him. £100m? So they might get more supply.
“But they have to face it. Will they have to sell players? Even to Arsenal maybe!”
His tongue may have been firmly in his cheek for the final comment, but he knows just how difficult the transition was on the other side of north London.
Club sources are now openly admitting that the first fixtures of the new season may have to be played away from home but are adamant the club’s new home will be ready for them to move in for the 2018-19.
Ahead of his final game at Huddersfield tomorrow, Wenger was asked if he regretted leaving Highbury.
“I believe Highbury had a special spirit,” he said. “It’s a cathedral, a church. You could smell the soul of every guy that played there. So it was special. It will always be special for me.
“The Emirates for me was like buying a new house. It took us a while to feel at home there. It’s a fantastic stadium – but there was something special at Highbury that you could never recreate when you build something new.
“But we had to do it. There is no club that can turn people who wanted to attend the game down. At the time I thought we were a bit too ambition with 60,000 but at the end of the day it worked.”
One home that Wenger hinted he would never change was his family base in Totteridge.
“Here is my home,” he said. “I lived here for 22 years, my daughter has spent her whole life here, she is going to university here. I feel at home here.
“My way was Totteridge to London Colney. I don’t even know where London is. It’s not far but I honestly don’t know how you get to the centre. You have to teach me that because in 22 years basically I’ve never been unless with a driver.”
Huddersfield manager David Wagner insists the celebrations are only just starting at his club.
The Terriers will stage another big bash to mark their miracle Premier League escape as a follow-up to hitting London’s nightspots until the early hours on Thursday after securing top flight safety.
After giving his partying players 48 hours to recover, Town manager Wagner revealed more mayhem is in the pipeline after the final day visit by Arsenal.
“If any group of players deserve to celebrate like they’ve never done before, then it’s these,” he said. “There will be a big celebration on Sunday.”