The Gunners boss was upset after being questioned by journalists after the win over West Brom.
However, despite the victory that lifted them above Newcastle and Swasea, there were portions of Arsenal's travelling support that were outspoken in their demand for a change in management, with Wenger in his 18th season in North London and the longest serving manager in English football.
The banner, which was fairly large and would have been noticeable to any one that looked to the away end at the Hawthorns, read: "Arsene, thanks for the memories but it's time to say goodbye."
After the game, Wenger refused to answer questions about the banner, and appeared somewhat irritated to have to bat away journalists eager to know his opinions on the matter.
"I don't comment on that. Do I need to say it again? I don't comment on your question," said the Frenchman.
"Every person has responsibility to prepare for the future, always.
"The only thing we can do is let people talk. We live in a society of total opinion but we live off not what we say but what we do, and what we do is on the pitch," Wenger added.
It is understandable that the former Monaco boss was frustrated with continuous questions on his future, but it is important that the 65-year-old understands why Arsenal fans are disappointed, as well as the fact that those concerns are of some value, and seeks to address that.