The France midfielder was named man-of-the-match at Liverpool on Sunday as his impressive display helped the Gunners to a 2-0 win on Merseyside.
Diaby, 26, missed most of last season through injury, and the midfielder has thanked Wenger for his support during his spell on the sidelines.
“I have to thank the manager because I have had tremendous support from him,” Diaby told Arsenal’s website.
“As a player it is really important to have that support and from your team-mates as well. I have to say that during this period, they helped a lot.
“The manager is known for being close to his players and he is always checking to look how they are. I had great support from him. I want to be back enjoying myself because I love football and I want to pay back the club, manager and team-mates as well.”
Diaby admits his prolonged spell out of action was tough at times but insists he remains focused on looking forward and hopes to keep up his impressive displays.
“Mentally it was a hard time but I love football,” he added. “Football is my passion so it doesn’t matter what happened, I need to look forward and that is what I have done in this situation.
“I am really happy to play again. When you play in these type of games [against Liverpool], it is really exciting and you need to be ready. I am really happy and I hope I can keep going in that way.
“The main thing is that I need to get my confidence back so I need to go in for challenges. We did that really well on Sunday.”
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