Ferdinand left Manchester United two years ago when his contract expired.
He ended up signing for QPR before hanging up his boots a season later.
But he had eyed up a move to the Gunners.
He revealed the news on Twitter this morning when a follower suggested he should have moved to the Emirates during his career.
Ferdinand wrote: “I did reach out to Mr Wenger!”
He added: “Went for the experience of Per @alanshearer who had a decent injury record! Who was also quicker!!”
One angry fan tweeted Ferdinand and wrote: “u wanted to leave Manchester United Rio?? Wtf man”
But the United legend replied: “You mad....was when i was out of contract at @ManUtd.”
It’s not the first time this month Ferdinand has spoken highly of Arsenal.
He revealed last week his son was a Gunners and wrote: “my little boy is loving the @arsenal kit...must say its nice...kevin campbell/ian wright times style!”