The former English international relaunched his career in the Danish Super League, where he has played in 14 games, including seven starts with two assists.
Wilshere, who is just glad to be back playing football after battling injuries for most of the last two seasons, has a contract which runs out in the summer.
But the former England international he is open to returning to the Danish club if the new manager wants him.
The former Arsenal man told Arhus Stiftstidende in Denmark: “I have not thought about it after what has happened this week. And of course it has been a tough time for the whole team.
“There have been no conversations about it, but in the last few days I may have thought about it, but we still have not had a conversation about it, so to be honest I do not know.
“We were not sure of survival until last week and I did not think about it and I did not want to talk to the club because I could see how stressed everyone was.
“Then we managed and were told that David stopped, so it will depend on the new coach and what he wants.
“I want to stay because I like the place.
“Everyone has been nice, the fans have been excellent and the club is going a different way and I would be interested to see how it turns out.
“But yes, I have enjoyed my time at the club, so why not?”
Wilshere is back at the Emirates, where he posted images on his Instagram, where he is seen undergoing training for his coaching badges.
With the summer transfer window just about to take off, it will be interesting to see if another club takes the chance on the once-great midfielder or whether he goes back to Denmark.