Stojkovic is now coaching in China with Guangzhou R&F.
Wenger, ahead of their Europa League tie, said: "He came to visit me a few times at Arsenal. I had him as a player at Grampus Eight and he was an exceptional player.
"We still are in contact. He texted me because he wanted me to speak to a journalist. I followed his career because he had a good career as a coach, one day maybe he will come back to Serbia."