Campbell impressed in the second half of last season but his short-term contract expired in June. Wenger offered him a one-year deal but the 35-year-old chose newly-promoted Newcastle from a string of suitors. His old boss was not taken aback.
"No [I was not surprised] because I thought it was a possibility he could take," explained Wenger to arsenal.com.
"Sol I believe has done extremely well with us and we were still open to negotiating with him here.
"But he made that choice and, no, I am not surprised."