Wenger is to leave the Gunners at the end of the season following 22 years in charge, paving the way for a new era at the Emirates Stadium.
German playmaker Ozil is upset to see his manager depart, revealing that the Frenchman played a key part in persuading him to join from Real Madrid four-and-a-half years ago, and then to sign a contract extension earlier this season.
"He's the main reason I came here; he convinced me and I am proud to have played under him," he told Sky Sports News. "Everyone has a lot of respect for him. He has won many titles, developed some good players and has always played excellent football, so you know as a player if you come here you are going to be able to develop and play in that style.
"He is an honest guy, a very respectful guy, has a good personality, and everybody wants to play under him. He is the boss who brought me here and wanted me to stay so I said I am comfortable here, I never wanted to leave and that's why I stayed.
"Now we want to reach our further goals. To be a creative player like I am, he gives me that freedom and tells me to do my thing. He gives me his trust and belief and when a coach says something like that, especially someone like him, you are proud and you want to do all you can to fight for him."
Ozil is now under contract at the Emirates Stadium until the summer of 2021.