The Brazilian winger swapped La Liga for Ligue 1 in a £200m switch which obliterated the previous transfer record, breaking up his deadly attacking partnership with Lionel Messi and Luis Suarez in the process.
Wenger suggested that the 25-year-old's main motivation for the move may have been financial, although he also hinted that Neymar may have wanted to escape from Messi's shadow at Camp Nou.
"Neymar never expressed exactly in his statement the reasons of his move, because there is always a huge desire for the players to play with the best players," he told beIN Sports.
"He decided to go the other way, so that is... for financial reasons, or for reasons that he thinks Paris Saint-Germain is tomorrow's club and will take over from Real Madrid and Barcelona.
"Or maybe for individual reasons, such as maybe he wants to become the player that the team turns around, and to be acknowledged as the best player in the world."
Neymar has made a flying start to life at PSG, scoring four goals and creating four more in his opening four games for the club.