"He made a decision to stay and it was one of the great days of recent weeks for me".
He also boasted the highest chance conversion rate in Europe's top five leagues last season (38.9 per cent), scoring 37 goals in 45 games as Lyon secured a fourth-place finish in Ligue 1 and reached the Europa League semi-finals.
The second half started slowly until Vardy sent another shock through the Emirates with his second goal in the 56th minute.
Amid the joy - and relief - of victory, there was nonetheless plenty to concern Wenger, not least the manner in which his side conceded all three goals.
Vardy punished Arsenal for sloppy defending when he won a free header from Mahrez's corner to give Leicester the lead once again.
Arsenal will be feeling confident ahead of this one as they came from behind to win the Community Shield last weekend against Chelsea on penalties. "On the second goal we lost the ball in the build-up and were punished", the 67-year-old added.
"We were quite good previous year on corners".
"After that we get the efficiency".
While the likes of Serie A side Roma are believed to have had bids rejected for the player, Wenger insists Arsenal were never interested.
If the answer is no you need to take a long, hard look at yourself.
Moments before Arsenal's second equaliser, Lacazette so almost got his second.
"We're disappointed to score three and come away with a defeat", said Leicester manager Craig Shakespeare.
"With Lacazette it's simple", he said when asked about the player's qualities.
Despite having the lion's share of possession, the hosts found themselves 2-1 down just before the half-hour mark, with a misplaced Granit Xhaka pass allowing Marc Albrighton to set up Jamie Vardy, who slid the cross home. He can be a nuisance for defenders. Central midfielders Mohamed Elneny and Granit Xhaka were nervous on the ball and slack in possession to gift Leicester the ball in risky positions time and time again.
With his back to goal, he resisted the attention of Wes Morgan and managed to spin and get his shot off.