Wenger takes his team to French champs Montpellier in the Champions League tonight without his star striker from last season.
Van Persie signed for Manchester United and Wenger said: “I’d have preferred him to go to a foreign club, so that he doesn’t haunt us.
“You have to accept it, it’s part of life. Obviously, it hurts to see him in another shirt.
“Every move he makes, every gesture, he tries to do it to perfection.
“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.”