The Cottagers dispensed with the Spaniard's services after a horror run that has seen them slip to the bottom of the Premier League.
Claudio Ranieri was eventually handed the reigns to guide Fulham to safety, but according to The Telegraph, Wenger was a leading candidate for the job.
The French gaffer "politely declined the opportunity to speak to Fulham", sticking to his vow that he would not manage another Premier League outfit.
Wenger was sacked as Arsenal boss after a 22-year spell in charge of the London club.
And it appears he is waiting for a job on the continent, with Bayern Munich the most likely destination.
SunSport revealed earlier today two of the other leading candidates for the top job at Craven Cottage.
Cottagers chairman Shahid Khan spoke with candidates in the week before axing Jokanovic, the club revealed in their statement confirming Ranieri’s appointment.
Quiqu Sanchez Flores, who replaced Jokanovic at Watford three years ago, was considered after finishing 13th in the Premier League during his only campaign in England.
The 53-year-old Spaniard then went to Espanyol in his homeland before getting sacked last season.
FULHAM STATEMENT ON JOKANOVIC SACKING
Tony Khan said: “Making a change without having the right answer or succession plan was not an option, so having someone of Claudio’s calibre ready to accept our challenge was comforting but, most of all, essential.
“Claudio is risk-free and ready-made for the Premier League, and particularly so for what we need at this moment at Fulham.
“His recent body of work with Leicester City is literally legendary.
"And then you look at Claudio’s experience with Chelsea and big clubs throughout Europe and it’s pretty evident we are welcoming an extraordinary football man to Fulham football club.”
Carlos Carvalhal was also on Fulham’s shortlist after almost keeping Swansea in the Premier League last season.
The Portuguese was seen as a coach who had the potential to tighten up Jokanovic’s leaky defence as he initially did at the Liberty Stadium, helped by current Fulham centre-back Alfie Mawson.
Khan, along with son and vice-chairman Tony, received interest from managers looking to get back in the Premier League when it appeared likely Jokanovic would lose his job.
Ranieri got the nod and is back in English football after his glorious spell at Leicester when he won the title.
The Italian was sacked the following season when the team he guided to one of the greatest stories in sport were threatened with relegation.
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