Ex-Leicester City striker urges the under-fire Frenchman to consider his future in North London.
The Gunners remain six points behind Leicester City after suffering a shock 2-1 home defeat to Swansea City as frustrations reached boiling point at the Emirates.
Wenger, whose 20-year anniversary comes up in September, was booed by the supporters at full time in what was a night to forget for the 66-year-old Frenchman.
The North Londoners are no strangers to these sorts of title meltdowns, having suffered similar heartbreak in many of the 12 years since Arsenal last reigned supreme in England.
And Claridge has urged Wenger to re-evaulate his position at the club, insisting that he ask himself how he ends up in the same position so often.
“Why do you keep finding yourself in this situation, Arsene?" he told BBC Radio Five Live.
“What is it that you keep losing games when you should be winning and you're dominating? How have you managed to lose that game? Something like that.”
Arguably their biggest game of the season comes on Saturday, when Wenger's side travel to second-placed Tottenham Hotspur aiming to move three points behind leaders Leicester.
Should they lose and help Spurs' title bid, Wenger might well find himself under the more pressure than ever to keep his job.