The 68-year-old took charge of his 811th top-flight match on Sunday afternoon, as the Gunners were held to a disappointing 1-1 draw by West Bromwich Albion.
Ferguson had previously held the record, having managed United 810 times during the Premier League era, and the Manchester United legend insists that nobody is ever likely to surpass Wenger.
"I applaud Arsene on surpassing my record of managing 810 Premier League games," the Daily Mail quotes him as saying. "It is a fantastic milestone which has required the highest standards of dedication and professional management to achieve.
"I doubt his record, whatever it turns out to be, will ever be beaten. Congratulations on a truly remarkable career and great service to football and Arsenal FC."
Wenger's 812th league game in charge of Arsenal will come at home to champions Chelsea on Wednesday evening.