New signing Aubameyang has begun to find his feet at the Emirates Stadium in recent weeks, having scored in his last two home games for the Gunners.
The Gabonese international cost his side £56m when he moved from Borussia Dortmund in the January transfer window, and he revealed that Wenger was instrumental in convincing him to join the club.
"Of course I am really happy because I am here because of him. He had the interest in me so I am happy to play for him," Aubameyang told reporters.
Aubameyang is ineligible for Thursday's Europa League second leg against former club Milan, and so cannot play for Arsenal again until their Premier League clash with Stoke on April 1.