The Spaniard decided against taking the reins at a Premier League club to step into the role with the Bundesliga giants at the end of the season and although Wenger is surprised, he can see the merit in the move.
"He asked me a few times and he told me a few times that he would like to come to England so I'm a bit surprised that he has chosen to go to Germany," Wenger told reporters.
"But, honestly, Bayern Munich is an interesting club. Germany is an interesting league, well-managed.
"It's defendable what he has done, tomorrow's football will be played in Germany, certainly."