The legendary French manager was in charge of the Gunners for 22 years until his death last season.
Many supporters assumed, as was the general opinion in the media, that Wenger had simply decided to call it one day.
The North Londoners fought for a sixth place in their last Premier League campaign, but in reality, the change had been delayed.
Wilshere had joined Arsenal as a nine-year-old boy and knew nothing more than Wenger leading the club throughout his time.
But it turned out that the final player left shortly after when it was learned that he would not be in the new XI starter Unai Emery.
GK: Joe Hart (West Ham) – Arsene Wenger was attracted by Hart's talent after a loan he had with Birmingham in 2009/10, but the goalkeeper was already with Manchester City.
"Nobody really saw it coming"
The 26 year old took the opportunity to sign for West Ham in a free transfer after the disappointment. in losing in the World Cup with England.
And he revealed that the dismissal of Wenger was a great surprise for the entire Arsenal squad, which did not see the movement coming.
"I was in the last year of my contract, and I spoke with the manager at that time, Arsene Wenger," he told the BBC. Soccer focus.
"And he said that they will not offer me a new deal and that I could leave.
"But at the time I was injured and it was difficult, because I was not in shape and I was not playing, and many teams did not want me to be hurt.
"So I decided to stay and went back to the team and they finally offered me an agreement in January that I was ready to sign, and then Arsene was fired.
"It was strange, everyone was amazed and Per Mertesacker, the captain, said a few words, and I think everyone was in shock.
"It was strange, nobody really saw it coming, but it changed everything, and I wanted to wait to talk to the new manager.
"And I did, and he was brilliant, he was honest with me.
"He said you can stay, but you will not be in my initial XI, so I thought it was the right time to finally leave."
Arsenal will face the Premier League champions Manchester City today in the Emirates (4pm).
Meanwhile, Wilshere's new team, West Ham, travels to Anfield to face Liverpool on the kick-off (1.30 p.m.).