The Armenia international endured a difficult 18-month spell under Jose Mourinho at Manchester United before swapping Old Trafford for the Emirates in January as part of the swap deal which saw Alexis Sanchez move in the opposite direction.
While Sanchez has struggled badly, scoring just once in 10 games, since his high-profile move, Mkhitaryan appears to be thriving in an attack-minded Arsenal side.
The 29-year-old has already provided six assists and scored in consecutive games, including his maiden Arsenal goal in last week’s 2-0 over AC Milan in the Europa League.
Ahead of Thursday night’s return match, Wenger said: ‘Yes he integrated very quickly.
‘I think it’s the way we want to play that suits him naturally. He has been well accepted and made good a adaptation.
‘Players of his calibre, it helps he has been abroad before so he knows how to behave.
‘I am never surprised when players do well. It’s what I expect of them.’