Wenger's final campaign in charge of the Gunners was met with anger by some fans, who wanted the Frenchman to leave prior to his announcement earlier this season.
The manager, who said that he could accept criticism, also told reporters that those who protested against him had gone about conveying their message in the wrong way.
"There are so many ways nowadays to express your feelings and emotions but to go to extreme situations is not the right way," Wenger told beIN Sports. "You can criticise everybody and I accepted that through my whole career.
"It's just there are some things you cannot do in life. It's a little bit an expression of people who have money and do what they want in life without respecting basic things."