The former Auxerre striker says a visit from the Gunners boss, where he reassured the 20-year-old about his injury, was decisive in his decision to move to the Emirates
The France Under-21 international is expected to complete a move to the Emirates this summer after rejecting a new deal at Auxerre.
And Sanogo says a meeting with the Gunners boss convinced him that north London is the best place for him to develop as a player, despite having reservations.
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"He [Gilles Grimandi] had been to see me many times at Auxerre. And then, one day, we met in Paris at a hotel.
"I was very impressed. Monsieur Wenger had come to see me directly in Paris. He told me that I would have my chance and reassured me about my injury.
"He said he had followed me for many seasons. It was this trip that was decisive in my decision. I opted for Arsenal."
Sanogo, who has spent 18 months on the sidelines, says he was also swayed by the advice of the French contingent at Arsenal.
He continued: "I was told it was a very good club for me [by Diaby, Coquelin and Sagna] . Many of the guys said I was too young. But I left them to speak.
"I am 20, I had not played for a year and a half, I had scored some goals and Arsenal had contacted me. Could I really say no? I don't believe so. It will be a magnificent adventure."
Sanogo only has a brief experience of English football on a visit to Wembley as a child, but insists he is ready to take on the physical challenge of the Premier League.
"When I was small, I went to see Chelsea-Manchester [United] in a Community Shield match. But that's all. I don't know the city," he added.
"The defenders are fierce but I'm not going with any apprehension. The more time passes and the less I worry [about my knee]. I am just impatient to start in one of the best leagues in the world.
"It's a dream for me to realise."