The Red Dragons are now in League Two, having pushed up from the National League in two years.
But McElhenney admits that they are not ready to rest on their laurels, thinking the job is already done.
Speaking to The Sun, Rob said: "I think, with a little bit of research, it's only happened 18 times that a team has achieved back-to-back promotions.
"But I don't think it's ever happened in the history of English football that a team has gone back-to-back-to-back.
“So that's what we're talking about now in the very short off season to see if we can do it again next year."
Asked on the possibility of Arsenal goalkeeper Arthur Okonkwo rejoining, McElhenney revealed: "There is a very good chance.
"We're talking to Arthur right now, we know he wants to come back to Wrexham and we definitely want him, so it's about working out the right deal that works out for everyone."