The pair worked together at AS Monaco.
He told the LA Times: "I had arguments with Arsene," Klinsmann said. "I said, 'Why do you not play [Youri] Djorkaeff? You put him on the bench. He is such a great talent.'
"He said, 'Jurgen, because he doesn't get it yet, to be a real focused professional.'
"Two years later, Djorkaeff was a national team player and a couple of years later he was a World Cup winner. And then I realized: [Wenger] actually sacrificed one of our best players to teach him those lessons."