According to former Man United chairman Martin Edwards.
This was back in 2002 when Fergie originally announced his retirement (but changed his mind)
‘Our first choice was Arsene. Since joining Arsenal in 1996 Wenger had been greatly successful, especially in his first full season in charge when he won the Double,’ Edwards claimed in his autobiography
‘And while it’s true to say he suffered hard times since, at the time we thought he was the best candidate to replace Alex. Certainly he was my number one choice.’
United made a private approach to Wenger.
“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 continues. “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