Arsenal missed out on possibly the biggest coup in recent history, when Cristiano Ronaldo was snatched out of the Gunners' grasp by former Manchester United assistant manager Carlos Queiroz.
Arsene Wenger had previously revealed how the Portuguese star had a week-long trial at Arsenal but fans will be in tears knowing how close they came to capturing the phenomenon.
The 28-year-old, who recently became the best paid player in history, has been capped over 100 times by his country and is widely acknowledged as the best player in the world.
An ITV4 documentary about the star, which airs tonight, shows just how close Arsenal came to securing his signature until Manchester United stepped in - thanks to a last minute intervention from Queiroz.
Arsenal boss Wenger said: "He was very close to coming here. He has a number nine shirt with Ronaldo on the back from Arsenal Football Club.
"What happened was that Carlos Queiroz went to Manchester United and they snapped him away from us because he knew him from Sporting.
"That's what life is about. You give your best but sometimes you might find that people are stronger than you. That can happen as well."
Wenger was witness to Ronaldo's rise during his time at Manchester United, in which he scored 84 times in 142 appearances.
The Frenchman claims Ronaldo is still ahead of the world's most expensive player, Gareth Bale, and Messi is completely different to the Portuguese star.
Wenger added: "He (Ronaldo) is a complete athlete with total efficiency and Messi is an artist who does things nobody else can do.
"Bale still has a way to go if you compare what Ronaldo has done and what Bale has done. Bale has still a way to make it but the vision of having the two together is very exciting."
Bale joined Real Madrid from Tottenham for a world record fee of £85 million plus.
Ronaldo Footballing Superstar is on ITV4 tonight at 10pm
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