The 25-year old Danish striker was set to join Crystal Palace during the end-of-season transfer window but Wenger decided not to allow him to depart after they failed to sign another attacking player.
"I got extremely disappointed when he (Wenger) called, because I was set to move on," said Bendtner.
"Actually I thought they didn't want to keep me. I had everything in place. There were three clubs who were just waiting that I would accept one of their offers."
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