Keane will look to reshape his squad significantly for next season after bringing the current campaign to an end against the Gunners on Sunday.
Sunderland have worked hard on their own scouting network since Keane's arrival on Wearside, but he knows Wenger is a past master.
The Irishman said: "Arsene Wenger would probably be one of the best known in the world for having the best contacts from the people he has met over the years and the clubs he has worked at.
"You can tell that with the players he has brought in for fairly good prices, and you look at the lads he has sold on.
"That would probably be one of his strengths. It is important for a manager, your recruitment. You will be judged a lot on the players you bring into a club.
"But I am sure Arsene Wenger would say that came from many years of experience, building up trust with certain people and respecting certain people's opinions.
"Everyone has got an opinion on a player but you have got to try to get a value on that and bring the right players to your football club.
"Having said all that, you just sometimes never know the character of a player until he comes into your building, so there is always an element of risk with any player.
"But the risk becomes less certainly with the more money you spend."