Pulis quit Crystal Palace on Thursday night less than 48 hours ahead of their opening day clash at Arsenal.
And Wenger claims Pulis' shock decision to walk has even left him gobsmaked after 18 years in the Premier League.
"It was a complete surprise to me," said Wenger. "What kind of consequence that will have on Crystal Palace, I don't know.
"The only thing I can say is that he's done a remarkable job last season and he made a miracle.
"I don't really know why he left but it took me by surprise.
"I have never seen the manager of the year leave like that, so you can always be surprised.
"I was at a managers' meeting on Monday with Tony Pulis and nothing indicated that he would not be here."
Wenger claims Pulis' departure has not changed his own preparations - even though he is not particularly happy with them.
"Honestly we are a bit short in our preparation.
"We had 11 players at the World Cup and many of them had longer holidays after that.
"I think this year, the final of the World Cup was on July 13 and the start of the Premiership is August 16.
"If you want to give some holiday to the players your preparation becomes very short.
"I think we could have done with one week later for all the competitions, the Champions League and the Premiership.
"Wenger is desperate to continue the feel-good factor at the Emirates after winning the FA Cup and Community Shield in recent months.
He added: "With the confidence there is a little bit of weight off the shoulders that is for sure.
"But we want to show that and transform that into efficiency in our performances."
* German World Cup winner Per Mertesacker has retired from international football.
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