The French champions went to the Emirates in the first leg, securing a fairly comfortable 1-0 win before once again beating the Gunners 2-1 at home.
Arteta was bullish after Arsenal’s 3-1 aggregate Champions League semi-final defeat to PSG after the game on Wednesday, claiming his side were ‘better.’
Wenger didn’t agree, saying that Luis Enrique’s side were ‘never in danger’ of losing out to his former club.
Speaking to beIN SPORTS, Wenger said: "I would say tonight that we've seen a different Paris Saint-Germain - not guided by possession and brilliant football, but guided by refusing to concede goals and taking advantage on the counter-attack and on set-pieces is what gave them success tonight.
“I would say that mentally they were strong as well. When they missed a penalty, they did hang in there.
"On the other hand, with Arsenal, we saw the recurrence of being unable to score goals... Overall, in the two games, I would say they were better than Arsenal, had more chances and were never really in danger, so congratulations to Paris Saint-Germain.
"I said a long time ago that Paris Saint-Germain will not be far away from winning the Champions League and let's not forget: they are maybe the only team who can have the perfect season because they can win the Champions League, win the double in France and the Club World Cup. That would be an extraordinary success for Luis Enrique."