The 38-year-old was brought off the bench during the second half on Sunday, replacing Polish youngster Lukasz Fabianski, and received a great response from the Gunners faithful during a lap of appreciation at the final whistle.
Lehmann - signed from Borussia Dortmund in July 2003 and out of contract this summer - helped Arsenal win their last title four seasons ago and reach the final of the Champions League in 2006, but is out of contract this summer and is set to leave after falling down the pecking order at Emirates Stadium.
"It was a farewell and I wanted him to have a chance to say goodbye to the fans, that we respect him for what he has done for us," said Wenger. "Jens was 100 per cent professional, if not always an easy character.
"In all his time here, I have not known Jens to not be fully committed for a single minute. That deserves a lot of respect."
The Arsenal manager added: "He was the best keeper in the Premier League.
"He reads the game well, he is brave and had all the assets to come into the Premier League, because he is not frightened of anybody.
"Jens has become better and better, because at the start he was a bit upset easily sometimes, when people walked on his toes at corners. But he got more controlled through his career."
Wenger, though, defended his stance on looking to the future in regular number one Manuel Almunia and Fabianski.
The Arsenal manager said: "Jens was 38 this year, and at some stage in a club like ours you have to make a decision to change."