The Frenchman is under increasing pressure at the Emirates.
The long serving Frenchman has come in for increased criticism again in recent weeks, with his team falling away in the title race once again.
Many have put the blame firmly on Wenger’s shoulders, with some fans having displayed banners calling for him to leave the club.
He though, has been somewhat defiant in his press conferences while maintaining that his side are still in the title race, despite several disappointing results.
And Merson has told him to ‘play the game’ with the fans to get the pressure off his shoulders.
"He's got to play the game with the fans sometimes," Merson told Soccer Saturday.
"All he has to do is come out in a press conference and say 'I am under pressure and I need to change things around here’”.
"Results need to change. Then everything changes and everyone is off his back. [Not] to come in and say 'we are moving forwards', and nothing, is wrong."
Wenger will now be hoping his side can enjoy a strong finish to the campaign following the 2-0 win over Everton.
They are currently 11 points away from leaders Leicester City, with the Foxes maintaining that gap with a 1-0 over Crystal Palace on Saturday.
The Gunners do have a game in hand though, and a fine run of form could see them compete late on, although at present that looks unlikely as Ranieri’s team continue to impress.