French international Squillaci has settled quickly into top-flight English football, having jumped at the chance of a £6million move from Sevilla just before the transfer window closed.
"Squillaci is a leader," the Gunners boss said. "He is a quiet one, but he speaks a lot when you observe the game - he speaks to the midfielders, to Johan a lot, to the full-backs.
"He has a quiet, reassuring presence at the back."
The veteran defender feels Wenger can help add another dimension to his game.
"He is hugely respected in the world of football, and it is great to be able to work with a manager like him," Squillaci said.
"Even if I am 30, I still want to improve and with him I will do that. It is very important for me.
"It is a different style of play to the Spanish league. I am working hard at training to cope with the physical aspect."
Squillaci added: "We are playing an offensive game, so we need to stay strong at the back.
"We have played good games and others not so good, so we are working hard in training to become stronger at the back."