Arsène, please. Do sit down. Where would you like to begin?
It is at times like this when Arsenal's long-serving and currently suffering manager might dread the weekly visit to that chair on the far side of the long room at the top of the club's training complex.
Wenger has given the impression that he has lost the appetite and enjoyment he once had for his press conferences but the attempted psycho-analysis, the relentless questioning and the scrutiny have long since taken on a more global dimension.
"We are in a society where there are thousands of opinions every day," Wenger mused. "Some go for you and some go against you. It is a period where every game is a definite judgment for ever but life is movement and life is change … it is having disappointments and transforming them."
The judgments have been passed on Wenger and Arsenal, particularly after the seven days that they have had which have taken in the 6-0 trashing at Chelsea and the 2-2 home draw against Swansea City, which seemed to highlight the volatility of the collective confidence. One-nil down and booed off at half-time against Swansea, the team sparked with two goals in a minute before slumping to a 90th-minute double-ricochet own-goal. It is exhausting even for the neutral.
The last rites have been read on the club's title bid and there is unmistakable trepidation before the late kick-off against Manchester City at Emirates Stadium on Saturday, opponents whom Wenger described earlier in the week as "unstoppable" and the title favourites.
Four horsemen have been spotted on the Holloway Road and the apocalyptic scenario sees Arsenal being overhauled for the final Champions League spot by Everton or Tottenham Hotspur and/or failing to win the FA Cup which has their name on it. It would be a shock were Arsenal to lose, say, to Wigan Athletic in the semi-final and yet it would not be shocking at all.
There is also the related issue of Wenger's future and the as yet unsigned new contract that is to overtake the one that expires in June, although happily he moved to clear that up on Friday.
"I have given my word and I always respect my word," Wenger said. "My word is my word. So will I definitely stay? Yes …unless I decide otherwise."
There remains the small doubt that, if the season were to end in meltdown, Wenger might be at the mercy of a Big Brother-style eviction vote. "I'm not going anywhere, don't worry about that," Wenger added. "But I want to have a feeling coming out of the season that I have done the maximum for the club."
Wenger has turned the focus inwards as he prepares for City and what he believes is a "mental challenge" as much as anything else. The tension has been heightened by Arsenal's crashes against the Premier League's top three clubs this season, the result at Chelsea having followed the 5-1 defeat at Liverpool and the 6-3 at Manchester City.
Wenger wants to believe that Stamford Bridge was an "accident" but the evidence suggests otherwise, with another part of the trend being that all three defeats came in 12.45pm kick-offs.
"The only game for me where we were really beaten was at Liverpool," Wenger said. "The others were a bit more coincidences going negatively together. And one week later [after Anfield], we beat Liverpool [2-1 at home in the FA Cup] and no one says there is a gap there between the two teams. You have to accept that it is not always as simple as that in the game. You play the same team 10 times and every time it's a different game.
"The common thing I see is maybe we were a bit too passive and on the back foot at the start. The only other thing is that they were three games at 12.45pm. Have we to change our preparation for a game at that time? I don't think we do anything wrong. Maybe it was a psychological factor. I don't know."
Everyone has delved for the answers, not least Wenger, and a leading sports psychologist believes that it is important for Arsenal to understand what went wrong at Chelsea, Liverpool and City in order to develop reactive strategies for the future.
Andy Lane, the professor of sports psychology at the University of Wolverhampton, who has worked with several Premier League players, three Olympic gold medallists and a world boxing champion, says there are techniques that can be used to combat anxiety such as highlighting the matches in which the team have done well and then going over the bad ones to discuss how they felt at various points.
"Another strategy that Arsenal should adopt is called If-Then Planning," Professor Lane said. "We know Arsenal have been thrashed three times this season, so the psychologist would ask them: 'What if you go 1-0 down early on against City, what will you do?' The 'then' part should then kick in.
"Players should be encouraged to talk about their thought processes when they went behind at Chelsea. Then they will work through, in detail, a different approach; for example, being solid for 10 minutes. If you talk about the possibility of something wrong happening and your response to it, you are more likely to perform that strategy.
"In football, people who are not ex-footballers can struggle to be heard and players can take a while to open up. They might not want to reveal, in front of coaches and fellow players, how nervous they felt because it might see them dropped. But this is where a psychologist can help, by explaining that being anxious isn't necessarily a bad thing and working on how to deal with it."
Arsenal do employ a psychologist, although Wenger did not want to give any details. "Nobody tells you how to make Coca-Cola," Wenger said with a smile. He preferred to remind his audience of the international experience in his squad and how every Arsenal player had already demonstrated tremendous toughness to make it to this level.
"Do you say that England will win the World Cup because of a sports psychologist?" Wenger said after the national team's planned use of Dr Steve Peters in Brazil this summer was brought up. "It is the good players that win the World Cup. Nobody is perfect, we can all take some advantage from mental help. But if a guy comes to that level, it means he has mental strength. He can deal with adversity or he would not be there."
Wenger was in bullish mood, a sharp contrast to the deflation after Swansea and Chelsea. "I am much happier but I have to be much happier," he said, as though to emphasise the need for positive thinking. He said that, if Everton could make up the six points to Arsenal, then equally his club could make up the six to the leaders, Chelsea. Victory over City would change the picture again. It was not, he said, "as doom and gloom as everybody paints the situation".
Nobody has painted it more darkly than the former Manchester United player Paul Scholes, who labelled Arsenal as big-game bottlers who lack presence and midfield discipline. They are, Scholes said, a "million miles" from the title. "People who have managed zero games have opinions," Wenger said. "We have to accept that. I have leaders in my team. We conceded the equaliser to Swansea with Kim Kallstrom, Mikel Arteta and Mathieu Flamini in midfield. We had plenty of experience and you can still concede goals.
"We have changed our style, having lost midfielders like [Patrick] Vieira and [Emmanuel] Petit. We don't find them any more. But do we not play [Cesc] Fábregas or [Jack] Wilshere because they are not as tall as Vieira? You have to take the players we have."
Arsenal have looked tired and stretched and so has Wenger. "I question myself a lot," he said. "If I have one quality – or one flaw – it is maybe that."
It is a moot point whether Wenger is questioned sufficiently at boardroom level. He would argue that everybody else is a critic.