The Frenchman managed Arsenal for the last time at Old Trafford on Sunday and the afternoon ended in disappointment for the north London club as Marouane Fellaini popped up with a last-gasp winner.
United paid tribute to Wenger ahead of kick-off and Ferguson presented his former rival with a commemorative vase on the pitch.
Wenger thanked United supporters for the kind reception he received and had a message for Ferguson following the match.
Asked what the gift was after the game, Wenger replied: I dont know, I havent looked at it because I had no time – it was just before the kick-off. I will look at it now.
Now I want to go and have just a glass of red wine with Sir Alex because it is always good wine.
Wenger revealed three injury concerns for Arsenal ahead of the second leg of their Europa League semi-final with Atletico Madrid.
[Henrikh] Mkhitatryan had a little knock on his knee, he explained.
[David] Ospina has a rib problem and [Alex] Iwobi has a hamstring problem.
Asked whether they were all ruled out for Thursday, Wenger added: At the moment, no. We will have to monitor them.