The 22-year-old spent more than 14 years with the North London club before moving to Championship side Wolves on a permanent transfer last season.
Bournemouth then spent £10million on Afobe in January and the talented forward was delighted to hear from Wenger despite never getting a chance to shine under the Frenchman.
"He just wished me all the best for the season and I said the same to him," said Afobe. "He's a good guy.
"I've nothing bad to say about him or anyone at Arsenal.
"If they win the league, it will be great for everyone associated with Arsenal.
"They have world-class players and they showed their quality against us. If they win it, great. But we'll have to wait and see."