The Bosnian hard man signed for the Gunners in the summer on a free transfer from Bundesliga club Schalke.
And Kolasinac has become a firm favourite of the Emirates faithful thanks to his fearless performances down the left flank.
He spoke about how Wenger helped him to settle in quickly at Arsenal and overcome the nerves he felt when he joined.
“It is really a lot of fun to work alongside a manager like Wenger,” he told Goal.com
“He has been here ever since I can remember.
“At the start, maybe I was a bit nervous to work alongside him.
“The fact that he speaks German really helps me – it made it a lot easier again for me to settle in here. He is good to work with.
“The season is young but I am happy with how I’ve developed and how I have started.
“But I have got more potential to get better and I want to show that in the coming games.”
With Shkodran Mustafi reportedly out for up to six weeks with a hamstring injury, Kolasinac will be seeing lots of action in the upcoming weeks.
And his team-mate Jack Wilshere has been full of praise for the new signing, describing him as a “natural-born winner” and a “monster”.
“Sead's turned into a real fans’ favourite because he’s no-nonsense, even in training,” Wilshere explained to the official Arsenal website.
“He’s a natural-born winner. He’s a monster physically and you’d hate to play against him.
“You look at when the winger receives the ball, he’s onto him, not giving him an inch.
“He wins the ball back a lot for the team, so he’s doing well."
Arsenal travel to Vicarage Road to take on Watford later today (17:30).
