Guardiola will take over from Jupp Heynckes at the end of the season after agreeing a three-year deal with the Bundesliga side.
The 41-year-old had been linked with the Arsenal job, while also attracting interest from Chelsea and Manchester City.
And although Wenger understands his decision to move to Germany following his year-long break from the game, he expects him to come to the Premier League “one day”.
“He asked me a few times and told me a few times he would like to come to England, so I am bit surprised he has chosen to go to Germany,” said Wenger.
“Bayern Munich are an interesting club, Germany is an interesting league. They [Bayern] are well managed so it is defendable what he has done.
“I stayed here [in England] for such a long time because I feel this is the most interesting league in the world.
“I always encouraged him [Guardiola] to come to England. But [going to Bayern] is not a backward step. In Germany, maybe along with Spain, they are a country with the best young players.
“If you look at the results of Germany in the under-17, under-18 and under-19s, in the last three seasons, they beat everybody. It is the football of tomorrow.
“Tomorrow’s football will be played in Germany.”
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