Saturday's final is a chance for Arsenal to finish the season on a high after a disappointing league campaign that saw them finish outside the top four for the first time under Wenger.
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.
Wenger previously admitted the uncertainty over his future had contributed to their struggles but he batted away further questions about a new contract on Wednesday.
When asked if it will be his last match as Arsenal manager, he replied: "I don't know. I'm going to play the game and try to win the final".
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It is the second time that manager Jose Mourinho has lifted the trophy, following his success with Porto in 2003. Manchester United are back to winning European trophies and back in the Champions League .
Koscielny, 31, was sent off during Arsenal's 3-1 Premier League win against Everton on Sunday following a reckless tackle on Enner Valencia. When you go into a game, in a cup final you can accept the challenge.
"I will speak to the board tomorrow and we will make a statement about that", said Koeman.
Mertesacker could be called on against Chelsea at Wembley, where Arsenal will be without centre-backs Laurent Koscielny and Gabriel Paulista, while Shkodran Mustafi is a doubt with an illness. We did the job until the end.
Speaking in Dublin this morning, former Arsenal midfielder Brady defended Wenger and said his achievements as manager since 1996 shouldn't be discarded on the back of one season. "We have to find solutions and hopefully I can find those solutions", said the French manager. But I have done this for 15 years so I expect myself to be absolutely ready no matter what comes.
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"We will have our usual security".
The Chilean global will undergo some fitness tests before his availability on Saturday is determined but Wenger appears confident Sanchez will be available for selection.
"In competition you don't really realise what is happening all around, we live in our bubble, isolated from all of that". You just want to win it. I was in Paris when it happened on November 13 2015 and it's a huge shock.
Wenger also expressed the club's solidarity with the people of Manchester.
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Martin Luther King Jr. and piece of granite from the King " Stone of Hope " monument in Washington, D.C. "I hope you do". Trump and Francis spent half an hour talking in private, and there were no notes released about what they discussed.
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