Arsene Wenger says he turned down the Real Madrid job "two or three times" but admits it was one of his favourite clubs as a child.

Wenger is linked with the vacancy at the Bernabeu following Zinedine Zidane's shock resignation on Thursday, and the 68-year-old has made it clear he wants to take on a new challenge after ending his 22-year reign as Arsenal manager.

"Real Madrid, I think I turned them down two or three times," Wenger said in an interview with beIN Sports published the day before Zidane's announcement. "It's one of the teams I loved when I was a kid.

"I just felt that it was a very sensitive period for Arsenal Football Club. When we built the [Emirates] stadium, the banks asked for me to commit for five years. And the first time [Madrid made an approach] it was inside the five years, and I thought: 'no I cannot do that. That would be to betray my club.'"

Wenger, who also said he turned down the England job twice, has yet to make up his mind on whether to take another job as manager or move into a director's role somewhere, but he said he is eager to start the next challenge.

"It is exciting because you will be tested again, that's what I want again in my life basically I am a competitor who needs to be tested," he said. "I don't know exactly what will happen now, but I am in front of an empty page and I will have to write the next chapter."