Wenger's future at Arsenal is in doubt following the Gunners' 5-1 defeat to Bayern Munich on Wednesday.
Frank McLintock believes Arsene Wenger needs to leave Arsenal
However, McLintock, who made 403 appearances for Arsenal, believes Wenger must leave before things turn nasty.
"I think the decision is totally in his hands because he runs the show completely," McLintock told BBC Radio 5 Live.
"He's weighing it up at the moment and I think it would be better if he did leave.
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Arsenal have been training ahead of their FA Cup clash with Sutton United
"I hate saying things like that because I have complete admiration for Wenger.
"But I can see it turning a little bit nasty. We might struggle to finish in the top four this year.
"If that's the case then Arsene would be very disappointed and might say enough is enough."