"I focus on my job. He (Southgate) was a good observer of what was going on in the England national team. We are in a job where people question, especially when you don't have much experience," Wenger told reporters on Thursday.
"The only answer he can give is by showing that the decisions you make are right and that you have the strength to do what you believe is right."
The FA are prepared to wait for Wenger to see out his contract, which runs out at the end of the season, at Arsenal as they believe the Frenchman can rebuild the confidence of the England squad, which suffered a humiliating Euro 2016 exit to Iceland, according to media reports.
"Yes he is (the outstanding candidate for the job). At some stage that is the difficulty in England, there's always the demand for the big names," the 66-ear-old added.
"The most important thing is competence."
Wenger was quick to play down reports linking highly-rated right back Hector Bellerin with move back to boyhood club Barcelona.
"I'm surprised by the speculation. Three years to go (on his contract), we always try to get the players to the level they deserve to be, we'll try to extend his contract," he said.
"His long-term future is here. He's been fantastic. His progress has been absolutely spectacular. He loves to be here and has responsibilities in the dressing room at such a young age is something remarkable."
Third-placed Arsenal will hope to extend their nine-match unbeaten streak in all competitions when they host Swansea City on Saturday.
Arsenal will welcome back midfielder Francis Coquelin from an knee injury but Saturday's game comes too early for striker Olivier Giroud and midfielder Aaron Ramsey.
(Reporting by Shravanth Vijayakumar in Bengaluru, editing by Pritha Sarkar)
