The Welshman was outstanding last night in victory over Inter Milan.
"Many people in Europe discovered Bale because of his hat-trick in Milan, but the English all saw him finish last season as a cannonball", Wenger told Yahoo Eurosport.
"He was exceptional against us and then against Chelsea in the space of just three days. He made the difference in those games. I'm not surprised, he's an exceptional player.
"Also, he has exceptional physical qualities, you can see how he is able to run back and forth as much as anyone else out there."