The 67-year-old Frenchman has constantly refused to give a definitive answer on whether his current contract, which expires at the end of the season, is to be renewed.
It is the issue that has divided Arsenal supporters for months, with many vociferously calling for him to end his 21-year stint.
Wenger has also admitted the uncertainty contributed to the club's first finish outside the top four in two decades.
Once again he declined to clarify his personal position to journalists Wednesday, but did make it clear that if his weekend date at Wembley did turn out to be a farewell it would be from Arsenal, not the game itself.
"This will not be my last match anyway because I will stay, no matter what happens, in football," he said.
"Will this be my last match at Arsenal? I don't know. What I want is to win the next game.
"I love to win and what I want is do well for my club. That's all I care about, it's not all about me."
The Cup final could also be a swansong for Alexis Sanchez, whose agent is known to have spoken to German champions Bayern Munich this week.
Indeed, the forward was listed as a Bayern Munich player on a Confederations Cup squad list by his nation, Chile, apparently by mistake.
Wenger insisted it would be his decision whether Sanchez stayed.
"We have nobody at the end of their contract so that will be completely our decision," he said.
"The club of course has a big job to do in summer, we want to keep players like Alexis and end all the speculation about what could happen. He is under contract until 2018."
Sanchez is an injury doubt for Saturday after limping off in the final Premier League game of the season, Sunday's victory over Everton, with a thigh problem.
"We will see if he can start," Wenger said. "He needs to go for some tests and we will see how well he comes out of that.
"But knowing the player, his character and his commitment to the club, which I don't question at all, he will do absolutely everything to be fit on Saturday."
The Arsenal defence is Wenger's main concern as Laurent Koscielny is banned and fellow centre-back Gabriel is out injured.
Gabriel hurt a knee against Everton and Wenger confirmed he faced two months of rehabilitation.
"Gabriel is out for six to eight weeks," he said.
"We had a scare about his cruciate but it is only medial knee ligaments so the positive is that he avoids surgery."
Per Mertesacker will fill one of the gaps despite limited game time himself following injury.
Wenger was confident his players' preparations would not be disrupted by the extra security measures being implemented as a result of Monday's suicide bombing at a pop concert in Manchester which killed 22 people and injured 59.
"We will have our usual security," he said. "We are in the middle of it on the day of a game or before a game but usually when you are in a competition you don't realise what's happening around you. We are a little bit in our bubble, isolated.
"I'm French, we've lived in a emergency state for a long time now and it not visible what the police are doing, usually.
"You want people to enjoy life, it's absolutely unacceptable and really sad. I was in Paris when it happened on November 13 2015 and it's a huge shock.
"Our compassion and solidarity is total with the city of Manchester."'