The former Gunners defender felt success was on its way the moment the Frenchman took over in north London.
And that seems true of anyone that has worked with the Frenchman.
His effect on his players, even if not always his rival managers, is long-lasting - and it no doubt explains a lot of Wenger's early success at Arsenal.
Indeed, as far as Keown is concerned, the north London side became a 'special' club as soon as Wenger took over as manager.
"I always felt something special was happening at Arsenal. It didn’t happen overnight. It was special in 1998, it was special in 2002," the 48-year-old said as part of his weekly Tackle Keown session with the Daily Mail's website.
"But it was special the minute Arsene Wenger arrived at the club. He surrounded us with such great players and you know then that you can go and achieve some pretty special achievements.
"The season before Arsene Wenger had suggested we could go unbeaten for the whole season but we ended up not winning the league.
"He was criticised for putting us under pressure but I thought it just drew attention to what we were capable of. It didn’t put us under pressure – it cranked up the opposition to want to beat us. So because we already had that idea planted in our minds, he didn’t need to say it again the following season."
Arsenal host Hull City at 3pm this Saturday.