The Ivory Coast striker, 24, has vowed to help the Gunners end their six-year trophy drought.
Gervinho is on the verge of sealing an £11million move from Lille, says The Sun.
And he said: "I chose Arsenal because it's a young group within which I will be able to integrate easily. I could develop more over there. There's only a few details left to sort out.
"A risk? Not at all. I'm going to Arsenal to play. The best risk to take is to look to score goals and to play a lot.
"In football you have to take risks if you want to win. I'm going to Arsenal to win."
Wenger has already had a cheeky £7.2m bid thrown out but is set to clinch a deal with the French outfit.
It could happen as early as Monday when Gervinho, who has agreed a four-year deal worth £60,000-a-week, returns from holiday.
Talking to France Football, he added: "I had no hesitation. None. But in a transfer there's always a period of analysis and negotiations.
"All sides had to be satisfied so that things could develop smoothly.
"I'm going there to play, not to be on the bench. Arsenal love the game. And I love teams that love the game.
"The Premier League is a notch above. It's maybe the best league in the world. I want to live that sensation."