With his eye fixed on this weekend's FA Cup final against Hull City, where he is attempting to end a nine-year Arsenal trophy drought, Wenger reflected on the departures of Tim Sherwood and Pepe Mel from Tottenham Hotspur and West Bromwich Albion respectively.
Sherwood was sacked by north London rivals Tottenham five months after replacing Andre Villas-Boas and with the best win percentage of any Spurs manager in the Premier League.
Spaniard Mel, whose side narrowly avoided relegation, was the second West Brom manager to lose his job this season after Steve Clarke lost his job in December.
"For me if it's a Tottenham manager or any other manager it's always sad news when somebody loses his job," Wenger, who has outlasted 10 permanent Tottenham managers since taking over at Arsenal in 1996, told a news conference.
"The only thing that looks a bit worrying is that the speed of the rotation level in the Premier League gets quicker and quicker. That's not a very good sign for the Premier League."
While Arsenal have not added to their collection of silverware since winning the FA Cup in 2005, the club has been a model of stability with 17 consecutive qualifications for the Champions League to show for it.
Tottenham on the other hand have qualified only once for Europe's blue riband competition and their efforts to do so again are looking more and more desperate.
Tottenham chairman Daniel Levy, the man with his finger on the club's managerial ejector seat button, could do worse than heed Wenger's advice.
"I believe that technical stability is important for the development of the game," Wenger said.
"At the moment people think a lot about that so we accept in our job as well that if directors are not happy, or owners are not happy with us, that we can lose the job.
"But technical stability is important."
Nine of the Premier League's 20 clubs changed their managers at least once this season.
(Reporting by Martyn Herman, editing Pritha Sarkar)
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