The Arsenal manager is preparing to take on the struggling Saints on Sunday, with the Gunners looking to secure sixth place while their opponents battle relegation.
The sides drew 1-1 in the reverse fixture in December and Wenger did not expect to find Southampton 18th in the league, in grave danger of the drop, in the closing stages of the campaign.
"Southampton are a team who have good technical quality and I am quite surprised to find them where they are," he said.
"They gave us a very good game this season. Honestly I don't know [why] - maybe they had injuries, lost Virgil van Dijk as well and needed time to recover from that."
Mark Hughes will be looking to pick up his first league win as Southampton boss after replacing Mauricio Pellegrino last month, with Wenger acknowledging that managerial changes are to be expected given the pressure on clubs to perform in the top flight.
0.93 - Only Harry Redknapp (0.91) and Steve Wigley (0.64) have a worse points-per-game record among Southampton managers in the Premier League than Mauricio Pellegrino. Casualty.— OptaJoe (@OptaJoe) March 12, 2018
"It is part of the modern game, it is why clubs have to continue to work with what they believe is right," he said. "It is certainly more difficult because the pressure from the fans is bigger everywhere now.
"I don't know how it is at Southampton but they have shown remarkable work. If you think: they were in League One and when you think back now to the quality of players they had, it is quite impressive."