The Frenchman left North London in 2018 after winning three Premier League titles and seven FA Cups after nearly 22 years at the club.
Wenger has been linked with management and coaching jobs across Europe, including ahead of the new Premier League season at Newcastle following the departure of Rafael Benitez.
And when beIN Sports asked the 69-year-old whether he could see himself at the finals as a spectator or working for a team, Wenger said: “I could see myself working for a team.
“I will have enough time (and) distance with my last job (to give me perspective), and I would not be against that.
“I must say I always wanted to go to the World Cup (finals) because I felt it is the job of a manager to be where the best football players in the world play football.
“Hopefully, you will see me, touch wood in Qatar in three years’ time.”