The French youngster made a big-money move to Manchester United this summer, with many criticising United for the price that they paid for the 19-year-old.
However, he has hit the ground running, with a debut goal against Liverpool followed by two against Southampton and another in the Capital One Cup in midweek.
According to Sky Sports, the player’s agent claims Wenger passed up the opportunity to sign the youngster because he saw him as a winger, but the Gunners boss says it was Monaco’s stance on him and defender Layvin Kurzawa that made a move impossible.
“He was more of a winger in his [early] career,” he told arsenal.com.
“He played the final part of last season as a striker. Monaco’s statement was always that two players, Martial and Layvin Kurzawa, would not move. I thought they would maintain that but in the end both of them moved.”
Difficult for Martial to maintain his form
The young forward has made a flying start to life in English football, with four goals in four games a greater return than anyone was expecting this early into his United career.
If he continues his current run of form, then he could be set to break a number of long-standing records, such as being the first player in 43 years to score in their first three league appearances for Manchester United.
Wenger admits that the speed in which Martial has settled has been surprising, but says it will be difficult for him to maintain those levels.
“It’s a surprise because sometimes it’s quite difficult at the start,” he added.
“To maintain that will be very difficult for him so he will have to have some understanding of that as well if he starts to score less. He has already set the expectation level very high. I’m not surprised that he’s done well because he’s a very talented player.”