The Frenchman explained how Ibrahimovic visited Arsenal as a teenager at Malmo but opted to move to Ajax instead of the Gunners.
”He came here to visit the training ground. He didn’t want to make a trial because he was 16 years old at the time,” he told the club’s official website.
"He went home and we concluded to watch him again. I wanted to see him in training but it didn’t stop him from making a great career.
“In the end, he chose to go to Ajax Amsterdam. That happens. He’s not the only one in that case."
The Paris Saint-Germain striker scored all four goals on Wednesday including a sensational late goal, with an overhead kick from 25 yards, which the Arsenal manager was quick to praise.
"I believe we are all amazed," he told the club's official website.
"Sometimes, when a guy has a shot from 30 yards and puts it in the top corner, you say ‘it’s a fantastic goal’ - but somehow you believe you can do that as well, even if you cannot do it on a consistent level.
"But when he scores a goal like that, you think it’s impossible for a normal athlete. You have to be an exceptional athlete to do that.
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Wenger also applauded Ibrahimovic's vision to notice the potential to score when England goalkeeper Joe Hart advanced off his line to clear.
He commented: "When Hart headed the ball, he took a distance to eventually get the ball. There’s intelligence included as well.
"I’m an admirer of collective goals, but as an individual achievement, just you and the ball in the situation of the game, it is something exceptional."
The 31-year-old has a reputation as a very confident character, and Wenger commented that he has justified his self-belief throughout his career.
He concluded: "The confidence he shows – if a performance isn’t there, you can say you don’t agree with it, but when a performance is there, you think his confidence is justified.
"Through his career, he has justified why he believes in his own talent."