The Dutch striker left Arsenal in the summer after eight years at the club and his former manager has admitted that he had hoped the 29-year-old would not join another English team after he had stated his desire to leave the Emirates Stadium.
Wenger told The Independent: "It is true Manchester City [were] interested in him and he has chosen to go to United.
"He could come out more on the reasons but I didn't want to know more about that.
"Does it hurt more than he left for another English club? That is not exactly what I wished!"
Van Persie is expected to line up against his former club when the two sides meet at Old Trafford on Saturday.