Wenger described Rhodes as a skilful and intelligent forward prior to Rovers' shock 1-0 win against the Gunners in the fifth round of the competition.
"I saw what Arsene Wenger said about me and was chuffed to bits," admitted Rhodes, quoted in The Sun.
"I was really flattered for a man of his calibre, with what he's done in the game, to say such nice things about me.
"I didn't even think he'd know who I was, then of course we got the result at the Emirates. I didn't see him afterwards."
The Scotland international has scored 26 goals this season as he continues his astonishing goalscoring form - a far cry from when he was sold to Huddersfield by then Ipswich boss Roy Keane in 2009.
And Rhodes admits that proving the former Manchester United captain wrong is a motivation to make it to the top.
Rhodes added: "My paths haven't crossed with Roy since. He didn't say anything to me when he released me or give me any reasons.
"In hindsight, it has done me a favour. Going to Huddersfield at the time I did, under Lee Clark and the chairman Dean Hoyle, was the best thing that could ever have happened to me.
"It happens in all aspects of life, when somebody gets dealt criticism or gets released from a club, or gets sacked from a job.
"They try to take it upon themselves to say 'Right, I'll show you, I'll improve and I'll work as hard as I can to make myself a player I would love to be'.
"With that mentality, it takes knocks - not just from the managers that let you go but also certain youth coaches or other players - to make you stronger.
"It's those knocks that make you go out on a daily basis and try to keep improving."