The German playmaker's £43million move on transfer deadline day was met with disbelief from several former team-mates at the Bernabeu, with Ozil suggesting he felt no longer central to the plans of Real Madrid manager Carlo Ancelotti following the world-record signing of Gareth Bale from Tottenham.
However, Real Madrid president Florentino Perez has subsequently claimed Ozil in fact asked to leave the Spanish club because "he couldn't handle the pressure at Madrid".
Wenger insists Ozil - who made an impressive contribution in both his Arsenal appearances so far - should have no reason to defend himself.
"Real Madrid made a choice they had to let one player go. In the end it was Ozil, but I think he chose us for many reasons," said Wenger, who had tracked the German international since his time at Werder Bremen.
"One of them was he had the choice to come here before he went to Real Madrid (in 2010), and I had a contact with him from that moment, so maybe it was fate. It was between Madrid and us (then), and this time it was us."
Wenger continued: "I know him (Perez) well and I am surprised by this statement. Honestly, I didn't read what Florentino said.
"I spoke to Ozil about it and he was surprised as well. He said he is not sure that Perez said that completely."
When asked if Ozil looked like a player seeking the easy life away from Madrid, Wenger replied: "No, I have not seen that at all.
"He is 24, he has over 50 caps for Germany and when you play for Germany, you are under a lot of pressure. He won the championship with Real Madrid and that is a club where there is a lot of pressure, but I could not detect that."
Ozil is set to play at his new home for the first time against Stoke on Sunday, when the Gunners will again be without creative Spaniard Santi Cazorla, but could have midfielder Mikel Arteta in the match-day squad following his recovery from a thigh problem which has so far kept him sidelined this season.
"We want that (home debut) to be a success of course and it is important that he starts well, that it is a positive result and a good performance, but I am convinced that, if the team plays well, he will be there (at the heart of it)," Wenger said.
Wenger recalled similarities with Robert Pires' stark introduction to the English game when watching from the bench at Sunderland in August 2000.
"After half an hour, he said to me, 'Is it always like that?' And I said, 'It can get worse'," the Arsenal boss remembered.
"Sometimes the players, at the start, have a shock, but, when I arrived (at Arsenal in 1996), it was much more violent than today. Today, it is not violent any more. However, the pace and the commitment is still high."
Ozil insists he will relish the challenges of the hustle and bustle of the modern-day English top-flight, and Wenger has been impressed by how well the 24-year-old has performed in the wins against Sunderland and Marseille.
"Ozil has integrated well and been well accepted," he said.
"He gave us something special in the first half (against Sunderland), in transition from defence to attack, the speed of playing forward, getting out of pressure, playing final balls.
"I think he is not at the top physically yet, overall we are very pleased to have him with us, but he will demand a bit of time to adjust to the vigorous body challenges he will face here in the Premier league.
"Once he has done that, he will be even stronger."
@macca_07 I would lower the figure to about 65% of Arsenal fans but roughly I believe that you are correct. The problem is that those 65% don't seem to learn from their mistakes. Year after year, the press turns the winding up machine on... And they follow. I certainly struggle with that. I think it is also linked with the British spend spend spend culture. I personally love Arsene for his football and human values. Fans tend to forget how many times he could have gone to Real, Barca, Bayern, The French team, PSG and he never has... For me losing Wenger will be as hard as when we lost Thierry.- frogooner