Arsenal's poor run of form has seen protests against the manager intensify with each passing game, and during the match at the Hawthorns, a plane flying a "Wenger Out" banner could be seen above the stadium, though there was also a plane with an "In Arsene We Trust" banner, too.
A 10-2 aggregate defeat to Bayern Munich, meanwhile, condemned the Gunners to a seventh straight last-16 exit in the Champions League.
Arsene Wenger said after Arsenal lost 3-1 at West Bromwich Albion, their fourth defeat in five league games - that: 'I know what I will do in my future and will let you know soon.
Sutton thinks that Wenger's last 13 years at Arsenal have been a disaster, while he feels the Frenchman is not having his decisions challenged behind the scenes as he has appointed coaches who will not disagree with him.
Some supporters have been calling for the 67-year-old's departure on more than one occasion in recent months following yet another disappointing season, but West Brom manager Tony Pulis claimed this week Wenger intends to stay put.
"It's a dictatorship and he surrounds himself with yes men", Sutton told BBC Radio 5 live's The Monday Night Club program.
"I'll be surprised if he goes", he said.
"We hope to win the FA Cup this season and qualify for the Champions League again". Leicester City - Leicester City - beat us in the Premier League when it was supposed to be our season.
But Giroud told French television channel Infosport+: "We want to see Arsene Wenger continue, to continue the adventure, because we support him".