Wijnaldum beat new Manchester United signing Depay to the award this week.
"I personally think he is the best," Wijnaldum told De Telegraaf. "Because he can create things. He can take free kicks, he scores goals as a winger ... But he did not play five games, it was difficult for him to get some votes.
"Each has his preference and my preference is Memphis.
"I work with him every day, and see how good he is."