However, with little expectation that they would topple heavy favourites and Premier League champions Chelsea, and dogged by injuries to key defenders, the Gunners showed the magic that had been missing throughout the campaign in downing the Blues 2-1 in the FA Cup final at Wembley on Saturday.
And it might just be enough to stem the tide of protests against Wenger, with the record 13-time FA Cup winners yet to announce a new contract for the 67-year-old Frenchman for next season.
"I will remain (at Chelsea) if there is intention from the club and the coach for me to stay, but if they want to sell me to bring in another striker, I will go", said Costa, who is the top goal scorer for Chelsea this season.
"I thought I was playing very, very well in the last few months", he said. Wenger has made it clear he thinks he ought to be allowed to continue into what would be his 22nd season at the club while he says he knows "what I would like to happen".
"I don't think I can answer that question at the moment".
"For once I have taken my medal so that means it's a special night for me".
"Hopefully one day I'll be back here as a manager, that's kind of the ambition".
"Our season was incredible to win the league in this way, it was great but now it's important to look forward and to restart", he added. Had he been more proactive in January and understood the problems that Arsenal have, this could have been a different season.
When change in formation or personnel are the obvious route, Wenger sticks to the same thing and expects the result to just magically change.