"I didn't want him to go", Wenger told Sky Sports.
"He wanted to stay and that was one of the greatest days I've had in recent months". Leicester boss Craig Shakespeare on 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 surely did not expect Arsenal to make this opening Premier League game against Leicester City an easy watch for us hopeful Gooners did you?
Campbell and Steve Bould were on target when George Graham's side suffered a 4-2 home defeat to Norwich, an inauspicious maiden outing in the initial Premier League season.
Olivier Giroud came off the bench to head a late victor after Aaron Ramsey had brought Arsenal level at 3-3 following a Jamie Vardy double for the visitors.
Wenger had three first-choice central defenders missing and could do little to alter things as Nacho Monreal, Rob Holding and Sead Kolasinac struggled to co-ordinate.
The lead lasted barely three minutes before Marc Albrighton's cross from the left was headed back into the middle by Leicester's new signing Harry Maguire and Shinji Okazaki nodded the ball past flailing Arsenal keeper Petr Cech.