The Arsenal boss has stated that the Northern Irishman’s dismissal came as a shock.
The Merseysiders have had a shaky start to the new campaign, with ambitions of finishing in the top four this season looking uncertain.
After a 1-1 draw with local rivals Everton at Goodison Park last Sunday, the Reds opted to dismiss Rodgers after three years and four months in the Anfield hot seat.
Jurgen Klopp has since signed a three-year deal to take over from the former Swansea man, with a big job ahead for the German trainer.
Wenger, who is the longest serving manager in the Premier League by a considerable distance, has stated that he was saddened to hear the news of Rodgers’ axing.
“Let’s not forget Liverpool has not won the championship since 1990,” he is quoted as saying by The Mirror.
“They won 18 championships and since 1990 they have not won the championship.
“They came the closest to winning it two years ago and now I don’t know why really, the rational reasons why they have made that decision so quickly. It’s difficult for me to understand.
“I’m surprised because first of all for me it’s very sad.
“I think when you lose your job in life, it’s difficult and on top of that after eight games it’s very, very difficult because if you start well and you have a bad moment during the season, people forgive you.
“But if you start wrong straight away you are questioned and that’s what happened to Brendan Rodgers.”
Rodgers did not land any silverware in his time at Liverpool, despite almost winning the Premier League in 2013-14, which will have played a part in the club’s decision to part company with him.
A capitulation at the end of last season placed doubts over the Northern Irishman’s tenure, while some disappointing results this term sealed his fate.