The France international has been pushed down the pecking order following the arrival of Alex Lacazette but emerged from the bench to score a late goal as Arsenal came from 3-2 down in the last seven minute to beat Leicester 4-3.
And, in the face of interest from Everton and Marseille, Wenger was adamant he would be going nowhere before the transfer window shuts at the end of the month.
“I love the man and the player,” Wenger said.
“He’s a fantastic guy and he’s committed, so this is one of my best days for a number of weeks.
“At one stage, I opened the door for him as I knew I had many strikers, and in the end he decided to stay. It’s determined.
“That’s fantastic – I don’t want him to go. It’s impossible to keep them happy when strikers don’t play but we have many games and hopefully I can give games to all the strikers. They all deserve to play.”
Two goals from Jamie Vardy looked to have given Leicester a rare away win at Arsenal as the Gunners defended atrociously in front of a hesitant Petr Cech.
“Going forward and character wise we have been great – the spirit of the team was absolutely outstanding,” Wenger said.
“But we had some avoidable goals and overall we have to work on that.”
But Leicester manager Craig Shakespeare said of Vardy: “We’re encouraging him to play to his strengths, getting in behind, being a nuisance to the defenders, but also to get in that box and score goals.
“You saw the desire to get on the end of the corner, terrific.”
