Arsenal manager Arsene Wenger has told Real Madrid to leave him alone after the Spanish side's Champions League exit sparked rumours of an approach for the French coach.

It is believed current Real boss Manuel Pellegrini could soon be fired from the Bernabeu after a 2-1 aggregate defeat to Lyon saw the La Liga side fail to reach the Champions League quarter finals for the sixth year in a row.

Wenger is thought to be a target for Real Madrid president Florentino Perez but the Gunners manager has distanced himself from a move to the Spanish league.

"Leave me alone," he told Sky Sports. "I am always going to stay to the end of my contract and I am going [to stay at Arsenal] until 2011. There is no way I am going to break it.

"For me, it is the worst possible moment to come back on that. At the moment my focus is fully on Hull City [on Saturday] they may be less glamorous than Real Madrid, but they are much more important in my life at the moment."

Real Madrid's Champions League exit came despite a huge summer spending spree, including the purchasing of Cristiano Ronaldo and Kaka, and Wenger remarked wealth cannot necessarily guarantee success.

"It shows that £240million does not necessarily buy you the Champions League and that in Europe you have no guarantee of success," he commented.

"If you can spend that kind of money every year, you will get there in the end, but at the moment it is difficult for them to take.

"In the last five years we have been in the final, a semi-final and two quarter-finals in England we don't rate that as an achievement any more because we are used to it, but that consistency is not easy to achieve."