According to The Sun, Arsene and Annie filed separation papers at a family court in Paris, France.
Rumors of a split had been swirling around the couple, who have been married since 2010.
Arsene and Annie have an 18-year old daughter, Leah, and filed for “separation of bodies” judgement, meaning they are free to see other people.
A French legal expert told The Sun: “This is a legal separation, which means that the couple are not legally obliged to live together, and they can have separate lives, and no longer had intimate relations.
“He will have to still keep his responsibilities to look after the family.
“If the judgment is not overturned within two years, a divorce will be automatically granted.
“This is something which is not often done anymore, often Catholic families use this, as they are reluctant to get a divorce, but legally there is little difference.”
In 2008, Wenger had previously spoken about how being manager of a top European club took a stress on his marriage.
‘In my job I travel, but the problem is not so much the quantity of time you spend with your family, it is the quality,’ admitted Wenger.
‘That’s where this job is more damaging. You do not always give them the quality they deserve when you are at home because you are thinking of the next game.’