The 23-year-old old suffered a long injury layoff after breaking his leg against Stoke City in 2010, and he says that Wenger was always there to support him.
"Going through a difficult period after my [broken leg], he always had the belief in me," he told UEFA.com.
"In the team as well, when the team weren't doing so well and things weren't going to plan, he was always defending his players and defending what his team was capable of doing.
"And hopefully now the team is repaying his faith in us by showing what we're capable of and proving a few people wrong.
The Gunners revealed earlier today that Ramsey has signed a new long-term contract with the club.