Holland international Van Persie today finalised a £24million switch to Old Trafford, having earlier in the summer announced he would not be signing a new deal with the Gunners.
Van Persie is the latest of Wenger's key men to move on following last summer's departures of Cesc Fabregas and Samir Nasri - with Alex Song the next possible transfer amid reports of a £15million bid from Barcelona.
While the manner of Van Persie's exit may not sit well with many Arsenal fans - following his carefully worded summer statement questioning the direction of the club which stood by him during injury-plagued spells on the sidelines - Wenger maintains it is now time for everyone to look to the future as he prepares for the season opener against Sunderland.
"The reality is when the player doesn't want to stay you have two ways: you either force him to stay or you accept the reality and you let him go. I have chosen the second solution," said Wenger.
"I know it is a massive challenge and a massive gamble I took but we have the quality to deal with the problem we have, and at the end of the day I can talk and talk and talk but we can only show it on the pitch now.
"Time heals all things and of course at the moment people are hurt, which I understand, but what is important for us is to focus on the season in front of us.
"Players have gone, life goes on and the football club is 125 years old and other big players have left this club and we have always gone from season to season in a strong way."
Arsenal will assess the fitness of England forward Theo Walcott (thigh) ahead of the game, but midfielder Alex Oxlade-Chamberlain (ankle) and France defender Laurent Koscielny (calf) both miss out having withdrawn from the midweek internationals.
Sunderland boss Martin O'Neill has new signing Louis Saha is available and he could feature up front as fellow striker Stephane Sessegnon is an injury doubt after he picked up an ankle injury in training.
However, despite signing Saha, O'Neill is still keen to bolster his frontline and has been linked with Wolves' centre-forward Stephen Fletcher.
"We've been making inroads into trying to get some players," O'Neill said.
"Of course it's difficult because if you want a player and you think they're good enough to play in the Premier League the clubs that you're wanting these players from naturally don't want their players to leave. Maybe that's been the difficulty. "In an ideal world I would have liked to have had the number of players that we're looking for in at this minute but it hasn't been possible.
"We have to improve our goal ratio. That's obvious to everyone. I'm not so sure in the course of time that you can have too many players who can score goals at a football club. "Despite Saha coming in we're hoping to still strengthen and we want to do because it's a long season. Come the first of September you know that's it then for four months. Those four months are pretty defining. O'Neill does not underestimate the Gunners, who have signed Olivier Giroud and Lukas Podolski in a bid to offset the departure of Van Persie.
"It's something maybe that has been expected since the player [Van Persie] made the announcement that he wasn't going to sign a new contract," he said.
"It will be disappointing for Arsenal. He's a fantastic player, one of the top four or five players or strikers in the world, so to lose a player of that calibre is exceptionally disappointing.
"But they've made inroads themselves and been able to capture a number of very good players so I think they'll be as equipped as they possibly can be to withstand the loss of that player."
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