The veteran Gunners' boss, speaking about Welbeck ahead of the England international's expected debut against Manchester City on Saturday, says he was forced to make a snap decision because he was out of the country.
"If I had not been away on deadline day, Welbeck would not have signed. That's the truth," Wenger was quoted as saying by the Telegraph. "It was quick because it was the last day of the transfer window but I had no hesitation to do it."
Wenger risks angering fans - and Welbeck
Wenger now runs the risk of his surprising comments sparking bemusement and confusion amongst the Arsenal supporters as well as the wider footballing community.
Last month he maintained that Arsenal were not desperate to sign a new centre-forward, even after the injury to Olivier Giroud, while insisting that Alexis Sanchez, Theo Walcott, Lukas Podolski and Joel Campbell were all capable of playing as the Gunners' most advanced attacker.
The Welbeck deal did have a rushed feel to it - there was very little speculation before deadline day - but Wenger's revelation that he would have preferred a loan deal is unlikely to sit too well with the former Manchester United striker.
Welbeck delighted to be an Arsenal player
Welbeck has expressed his delight at securing a move to the Emirates Stadium and is now expected to make his first start for his new club against the reigning Premier League champions this weekend, five days after scoring both goals for England in an impressive 2-0 win in Switzerland.
Many Manchester United supporters expressed their disappointment to see Welbeck, a local lad and homegrown product, leave Old Trafford - although their spirits were quickly picked up by the news that world-class Colombia striker Radamel Falcao had signed a season-long loan deal with the Red Devils from AS Monaco.
Confusion over deal
But there are many who find it strange why United sold Welbeck to a direct rival - particularly to Arsenal who were in need of a new centre-forward - including former Manchester United captain and current England coach, Gary Neville.
“I thought the Danny Welbeck sale was a strange one," he told talkSPORT. "I can’t work it out. After all the prices I’ve seen paid this summer and, obviously I’ve been working with him the last week, I’m thinking: ‘How is it just £16m?’
“There’s been right-backs and left-backs galore who have been bought for £15m, £14m, £13m this summer. How have they got him for £16m? I can’t work it out to this day.
"It really does feel strange that it’s a centre-forward and actually it’s helped out a competitor, someone who will be vying for those third and fourth places with United this season. I’m struggling to understand the logic behind the deal in two or three ways really.”
Welbeck, 23, scored 29 goals in 149 appearances for Manchester United, but now hopes to cement his status as Arsenal's first-choice striker after completing his surprise £16 million transfer.