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The Gunners boss is a lifelong fan of the Jamaican reggae artist, to whose work he listens on his drive to the club's training ground.
"Yes, I love his music and the man that he was," Wenger told Le Parisien. "He was not fabricated. He was real.
"I love people who do not have conventional paths and who stand out because of their talent. Raymond Devos and Pierre Desproges are also some of my favourite comedians."
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"It is true. It is an aspect of my personality that people do not know about," he remarked of his lighter side. "With my job, I am often stressed so I might appear a bit like a constipated person but I like to laugh when I am with my friends and to let my humorous side run free, something that I obviously cannot do in front of the media.
"You know that you can quickly cause irreparable damage when you have my job. I am more interested in controlling that."
Asked if he would ever consider an exodus from Arsenal to keep on moving and take control of another club, Wenger was doubtful but allowed himself an open mind.
He said: "It seems to me that it would be difficult; I am 66. I still have a year-and-a-half left on my contract [and] I will see what happens after. One small step after the other - it is more like that, the way I operate at the moment."
In the short term, Wenger's main aim is to ensure that Arsenal fans are not left waiting in vain for a first Premier League title since 2003-04.