The 20-year-old is set to come up against the Gunners on Tuesday night after switching to Marseille in the summer following a star turn in the Under-20 World Cup
Thauvin is rated highly in France and starred at the Under-20 World Cup in the summer, scoring three goals to help them claim the trophy.
However there have been doubts over his temperament, highlighted by his refusal to train with Lille as he forced through a big-money move to Marseille.
But Thauvin is likely to come up against Arsenal on Tuesday night and Wenger admits he took a big interest in the talented 20-year-old.
"This transfer was a surprise for me. We were also following him, and we were interested in him before he went to Lille," he told reporters.
"He is one of the great hopes of French football. He will go higher, he's only 20 years old.
"His progress does not depend on his talent, but I would say it depends on his mind. The future will tell [the story]."