Whenever Lehmann makes his threats, Shay becomes a Gunner's target. Simply because Wenger once rated the Irishman as one of the top three goalkeepers in the Premiership.
The German 'keeper is said to be "humiliation" at being left out of the Gunners side and it must end sooner rather than later.
Shay Given For Arsenal - Bet Yer Bottom Dollar!
The 37-year-old has now returned to full fitness following an elbow injury suffered on international duty with Germany towards the end of August.
However, the veteran was not involved at all, even in the squad, for the weekend's Premier League clash with Bolton at Emirates Stadium.
Lehmann has not played for Arsenal since the Premier League match at Blackburn on August 19, when his error proved costly in a 1-1 draw.
In his absence, Manuel Almunia has proved a more than able deputy, keeping seven clean sheets, as the Gunners stormed to the top of the table, with Poland international Lukasz Fabianski warming the bench.
Lehmann: "It could be that at some point I feel like commenting on the whole issue, but right at the moment I just accept everything as part of the humiliation. You have to let it happen.
"But I think - and this is directed towards my dear coach - that you should not humiliate players for too long. I am an Arsenal player and I will not just fade away quietly.
"I am convinced I will soon be playing again. Almunia hasn't shown that he can win us matches just yet. I have been through this situation once and know how the other keeper is situated mentally. I can't imagine he will handle this.
"Wenger has spoken of three world-class goalies. I guess I must be one of them. The others have proven their class by winning titles? I'm just thinking about it, and I can't recall any. But yet today they are considered world class."
Shay Given is going nowhere ... but expect the story to break of "Arsenal interest" very soon.