Wenger will reach the milestone when Arsenal travel to title rivals Chelsea this weekend after 18 years at the North London outfit.
The Frenchman, who is in talks over a new deal to extend his stay at the Emirates, believes the feat of reaching 1,000 games in charge will not be repeated at Arsenal.
"It is absolutely unique," said Rosicky.
"I don't think that anyone will repeat something like that again. He is a legend for this club."
Meanwhile, Rosicky, who signed a new deal at the club earlier this month, is determined to win his first piece of silverware for the club this season after arriving from Borussia Dortmund in 2006.
"I would love to win a trophy with Arsenal," added Rosicky. "This is why I came here and I still believe I can do it here. That's why I am still here.
"Our win at Spurs may have knocked their challenge for fourth place, but I don't think like that. My goal is to win the league. I am not looking for a top-four finish - my goal is to win the league.
"I am staying here, I love this club and that was always my goal. It still is and I will give absolutely everything I can to achieve my dreams."