Warnock says he was "sad" when the Frenchman left Arsenal.
"I think it changes every year. You look at the managers that have come in and the clubs that have changed," he said.
“I've been pitting my wits against Wenger for so many years it's untrue really.
“My favourite story is when I went with Sheffield United for my 1000th game, at the Emirates and we're in the centre circle and I'm looking up to Arsene and I said 'look at the dugouts Arsene, they're miles away, you'll not hear me today,' and he looked nonchalantly at both dugouts and said 'Neil, you will find a way.'
“I've had some good times with Arsene and I was sad – the grass is not always greener but I like the new chap.
"I like Emery. I think he's got great vision and he's got some good players hasn't he. The top six clubs we look on with envy when you look at the players they have, but it's great to pit your wits against them."