Pulis left the Eagles by mutual consent on Thursday evening following talks with owner Steve Parish regarding the club's transfer policy .
"Palace are an uncomfortable team for everybody," he told reporters.
"It was a complete surprise to me. Pulis has done a remarkable job. It was a miracle. I don't know why he left.
"I have never come across this before [Manager of the Year losing their job].
"I saw Tony Pulis at the managers' meeting on Monday and there was no indication."
Wenger also confirmed that Laurent Koscielny would be available for the clash, but that the game had come too soon for the three members of Germany's World Cup-winning squad - Per Mertesacker, Mesut Ozil and Lukas Podolski.
"We are positive and confident but the performance tomorrow will depend on how we start and how we concentrate," he said.
"The best way to achieve a fast start is take it game by game."
Wenger, who insisted he wanted to keep Costa Rica international Joel Campbell, stated he was happy with the club's transfer activity, and felt they could mount another concerted challenge for the Premier League title, after topping the table for much of last season before falling away in February and March.
"I'm happy with all the players I have signed," he said. "They have integrated with the team very well.
"We've had a serene environment in pre-season but what is important is how we perform at 5.30 on Saturday.
"Alexis Sanchez has all the ingredients to be a Premier League player. He is hungry to adapt.
"The favourites [for the title] are Chelsea, Liverpool, Man United, Man City and us. I believe we have a chance because we were top for a long time but we have to take more points from the top teams."
|6/5||Alexis Sanchez is 6/5 with Paddy Power to score vs Crystal Palace|