The 23-year-old Gunners summer signing admits he has spoken with the Frenchman on less than a handful occasions since arriving from Borussia Monchengladbach in the summer.
Xhaka told Appenzeller Zeitung: "Wenger is not a coach who speaks daily.
"Wenger talked to me two or three times. He told me he was very impressed with how I train, how I behave in my character as I was disciplined."
Xhaka has made three Premier League appearances for the North Londoners so far this season, with his best performance coming in the weekend's 3-1 victory over Watford.