Wenger has announced he will leave Arsenal at the end of this season after 22 years in the job.
Van Persie admitted: “Leaving a manager like Arsene Wenger was tough. Really tough. In fact, it was tough for both of us.
“But there was no row when I left. In fact, we kept in touch and there was mutual respect.
“I think Arsene saw me as on of his football sons. We had endless conversations – but never had a single row in all those years at Arsenal. There was always understanding and respect.
“I treasure our friendship, which we still have today."