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20th April 2018
08:00am BST
But when it looked like he was set to walk away in 2002, then-United chairman Martin Edwards moved to replace him with Wenger.
"I have to say that his decision came as both a surprise and a shock to all of us," Edwards told GQ Magazine.
"Once we realised that he was very serious about it and that his mind was made up, there were lots of discussions at board level about a possible replacement," he continued.
"Our first choice was Arsene Wenger. Since joining Arsenal in 1996, Wenger had been pretty successful, especially in his first full season in charge when he won the Double.
"And while it’s true to say that he has suffered hard times since, at the time we all thought he was the best candidate to replace Alex. Certainly he was my No.1 choice."
The pursuit of the Arsenal boss progressed to the point that meetings were held with the Frenchman but his loyalty to the North London club and its chairman, David Dein, resulted in him rejecting the opportunity to take charge of United.
"Wenger did show a little bit of interest, enough to want to meet with both Peter Kenyon and me at his home in London to listen to what we had to say," Edwards said.
"In fact, we had a couple of meetings with him and for a while we thought there was a possibility of him joining us.
"But I think Wenger felt a loyalty towards David Dein. He was very close to David, and that was the reason he gave us in the end for turning down United.
"He felt that he had started something with Arsenal and that his attachment to the club was too great, he didn't want to break that bond."Explore more on these topics:
