The ex-Spain international played at Bayern for three seasons after a stints at Liverpool and Real Madrid.
When asked about other candidates on Tuesday, Bayern sporting director Hasan Salihamidzic said: “I won’t talk about any names.
Wenger told BeIN Sports on Wednesday that: “I’d never refuse to talk to Bayern Munich, because I know the people who have led the club for 30 years and I was nearly going to Bayern a long, long time ago. That’s all I can say.
Wenger, 70, has been out of work since ending his 22-year reign at Arsenal in 2018.