The Ivory Coast international says he opted for a transfer to Serie A this summer because the Gunners boss had little faith in him becoming a success at the Emirates Stadium
The 26-year-old Ivorian forward said he did not always have the confidence of his French boss but is looking forward to a new challenge in the Serie A, after being moved on from the Emirates earlier in August.
"[Arsene] Wenger, well, I think he's one of the great coaches," he told reporters.
"He's someone I have great respect for and I'm also very happy to have been able to play for his club. Overall I just think it's his opinion.
"After five years, that's it, I'm gone. That's his opinion. I think forwards need to feed on the confidence of their managers, I would have preferred to have that chance.
"But that wasn't the case and the page had already turned.
"But now I'm totally focused on Roma and working with Rudi Garcia - for me that's the most important thing right now."
Gervinho insisted he enjoyed his time at the North London club, but feels more playing time at Roma will see him improve.
"I think I had a great time during my spell in England, especially at Arsenal. I really enjoyed playing for that club," he added.
"It's true that I did not think I would leave after two seasons, but I'm pretty happy, but I don't really agree with the thought that everything was negative for me at Arsenal.
"I reckon I could have done better if the circumstances were different, I need a lot of playing time and that's why I decided to leave the club."
The Ivorian insisted his move to Roma was not a step back in his career, claiming he was due a change of scenery after two years in London.
Gervinho was a second-half substitute in Roma's season-opening win away at Livorno, with the capital club's next assignment a home date with Hellas Verona on Sunday.