Van Persie left the Gunners team and joined Manchester United in a 24 million-pound club switch.
"I'd have preferred him to go to a foreign club, so that he doesn't haunt us. Every move he makes, every gesture, he tries to do it to perfection," The Sun quoted Wenger, as saying.
"You have to accept it, it's part of life. Obviously, it hurts to see him in another shirt. You can call him at 10 o'clock at night, you won't find him in a nightclub. He's either watching a football match, a video or preparing himself for the next match," he added.
Wenger is without keeper Wojciech Szczesny as he has an ankle injury, while striker Olivier Giroud, who signed from Montpellier for 12.5 million pounds, may start on the bench.
Szczesny made a terrible mistake against Southampton on Saturday and Wenger said: "He did his ankle before the game."
"I am not sure how much it affected him. I have not decided whether to start Giroud but he is in the squad. What is important is Arsenal do well," he added. (ANI )