Olivier Giroud and Theo Walcott both netted braces as the Gunners made light work of their fifth-round replay at the KC Stadium, although the 4-0 victory clearly was not enough for a section of the travelling support.
'Arsene, thanks for the memories but it's time to say goodbye' read a banner held aloft in the away end towards the end of the match, somewhat taking the gloss off an impressive display by the Gunners.
"There's nothing disappointing for me - you know, I do my job," Wenger said.
"Look at the history of the club, since the club exists, and you will see that I have nothing to be scared of."
Asked why the supporters have done it, he bristled: "I don't care
I do not want to speak about that because it is always the same story.
"I told you already sometimes the press conferences are very boring and it is enough now.
"If you have any questions, you ask anybody else but you don't come back to me with that."
The banner was a reaction to Arsenal's form away from the FA Cup, with an almighty turnaround required to overcome Barcelona in the Champions League next week.
It is the eight-point gap to Premier League leaders Leicester that really sticks in the craw, though - not that Hull counterpart Steve Bruce can comprehend the anger aimed at Wenger.
"I just can't understand that for the life of me," he said.
"But, then again, we're in a crazy industry at the moment where the coach or the manager, no matter who you are or what respect you've got - (have) people coming after you
We are going to talk about it, probably.
"The fella has been immense for Arsenal for 20 years and maybe these idiots, who think they want change..
until they have change might rue that decision forever more.
"He has been managing Arsenal since '96, which is quite remarkable.
"He has been able to shrug it off, dust it off
He's a very, very experienced man and we're talking about one of the greats here.
"For what he has done, I think people have to realise what he has done and achieved at Arsenal, but it doesn't seem enough any more.
"They don't have a divine right to win it with the spending power others have got, so I can't understand it."
Bruce's respect for Wenger is as clear as it is understandable, despite having just been knocked out of the FA Cup by him for a third straight season.
The first exit came as Arsenal won the 2014 final and, having beaten Aston Villa at Wembley last year, Tuesday's replay success puts Wenger's men on course to win it for a third successive year.
"Look, do you know someone who has won it more than me? No, so that gives you the answer," the Frenchman said when asked what a third straight FA Cup would mean.
"We judge the season after the season and I'm quite amazed so many people judge it so early, you know.
"Assess the season after the season and we'll give everything.
"We have not given up anywhere and you will see that in the coming weeks
I believe that this club has been in a much worse position than it is today."
Watford now lie in wait this weekend in a hastily-arranged quarter-final, which Arsenal approach with doubts over Per Mertesacker, Gabriel and Aaron Ramsey.
"Mertesacker is just a cut on his eye - that looks to be very short (term)," he said of the German, who is understood not to have been concussed in the challenge that forced him off.
"Gabriel is a hamstring and Ramsey is a thigh problem
To me, the most serious looks to be Ramsey
I think it's a thigh strain."
Source : PA
Source: PA