Wenger's Arsenal side have bounced back from a disappointing 3-1 defeat to Aston Villa on the opening day of the season to win all of their last nine matches, a run that has seen them go top of the Premier League table.
The Gunners face Benitez's Napoli in the Champions League tomorrow, and the former Liverpool manager insists that he is not surprised by Arsenal's form given who is in charge.
"I am expecting a strong team because I think Arsene Wenger is the best coach in the Premier League," Benitez told PA.
"They have signed good players, at this point everything going well for them. Wenger is a great manager, a great person, someone who knows the league here in England.
"He has experience in Europe, Arsenal is always top four and he is doing great job. Hopefully he can win [the Champions League], but another year, not this one."
Arsenal and Napoli both won their first Champions League group games of the season, beating Marseille and Borussia Dortmund respectively.