Adkins began his managerial career at Welsh side Bangor City in 1993 but did not take the reigns at Scunthorpe United for another 13 years after a spell as the club's physiotherapist.
Success at Glanford Park led him to Southampton, where back-to-back promotions took the Saints back into the Premier League for the first time since 2005.
"It is interesting, it shows you that there is no predetermined way to get to the manager's job - it is just down to someone's qualities," Wenger told Arsenal Player.
"He had a very peculiar [route] to get the job but he has done well. I had the chance to see him when we played down at Southampton in pre-season.
"He is a very interesting man who wants to get information, and did that in a very convincing way. I am impressed with how well he has done and the way he has done it."