Guardiola enjoyed a successful career as a pro, making over 350 appearances for Barcelona and more than a half-century of Spain caps, however, he never got the chance to work under Wenger, despite his best efforts.
Speaking to 'Sky Sports' ahead of Sunday's Carabao Cup final against Arsenal, Guardiola revealed that he paid Wenger a visit to try to convince the 'Gunners' boss to sign him, only to be told that there was no room in the Arsenal squad.
"I would have liked to have played for him (Wenger)," Guardiola admitted.
"I called him to make an interview and he invited me to his home, he was so kind. I said my dream is to play in the Premier League and I would like to play with you and I feel I can help you. Maybe it was a little bit arrogant but he had his squad and he said there was no space.
"I understand completely but I would have liked to have played with him. It was not possible, so no problem at all."
Guardiola went on to discuss the respect he has for Wenger's footballing philosophy, saying: "He likes one type of player, with quality and respect for the ball. They are things I like a lot, so if people say we play a little bit like Arsenal of the last 20 years then it's good for us."
Despite the magnitude of the game though, the 47-year-old insisted that he will not be feeling nervous ahead of kick off.
"I am more nervous when we are in quarter-finals or semi-finals or something but normally I enjoy a final," he explained. "Of course we can lose because the opponent is good, but there is also optimism we can do it.
"In the beginning, I was more nervous because I thought it's the end of the world if you lose the final. Then after I realised that is not going to happen, the sun still rises. But when you get old you realise that. We are so happy just being there and we are going to try to win."