The France international, who moved to the Gunners for a club-record deal this summer, scored 28 goals from 2,408 minutes of action in Ligue 1 last season.
But Leicester pulled one back through Shinji Okazaki who scored for the Foxes by outjumping Granit Xhaka to head home Harry Maguire's cutback header for the Foxes' first goal of the season.
"At one stage I opened the door for him as I knew I had many strikers, and in the end he decided to stay", said Wenger.
The match was a great advert for a league that is already prime box office viewing worldwide but Arsenal's hopes of a first title since 2004 will require some polishing of a rusty defence after Leicester put away half of their chances.
Wenger would not discuss this evening who may be departing his bloated squad, but said players needed to play and that in some positions he had three or four players fighting for the same spot in the team.
"Do you really think that you sit in the dressing room before the game and you think 'Oh, I have only one year to go - I will not play well today'?"
Robert Huth will not feature against Arsenal as he continues to recover from an ankle injury, while Danny Drinkwater is considered a doubt due to a thigh injury he is carrying, but Islam Slimani should be available after suffering a nasty gash on his leg during pre-season.
It was the perfect way to seal an enthralling game that had threatened to end in defeat for the home side.
Because the Dream Team game - the UK's biggest fantasy football game - is back and better than ever this season. However, just to remind you we have 33 players and they are all good players.
"They are on (Kylian) Mbappe's case, that's what I read in the papers".
I would see him fitting at PSG rather than Man City because of the different competition.
The competition for forward roles in the starting XI is at its hottest for several years.
"We're not going to be too down-hearted".