The Frenchman admitted that he was in the market for a new shot-stopper during the summer transfer window, and saw a series of approaches for Fulham's Mark Schwarzer rebuffed.
Wenger's pursuit of a new No. 1 appeared to sound the death knell for Almunia's future at Emirates Stadium - but he has made an impressive start to the season having been entrusted with the goalkeeping jersey.
Almunia has kept two clean sheets so far this term - against Blackpool and Braga - and Wenger believes that the 33-year-old has been in "outstanding" form.
"I'm ready for them [Arsenal's goalkeepers] to prove you [the media] wrong," Wenger said. "With goals, you usually make five errors but it is always the 'keeper who gets the blame. There was pressure in the summer on the 'keepers. But we have four great 'keepers. At the moment Almunia is the No. 1 and he has been outstanding."
Elsewhere, Gael Clichy has hailed Cesc Fabregas' start to the season - although he admits it has been difficult for the Gunners skipper after he was denied his dream move to Barcelona. "It has not been easy for Cesc to forget what happened in the summer but we want him to stay at Arsenal for many years," he said.
"Everyone was saying he'd be somewhere else this season but now he is showing he is a true professional. We knew he would be ready to play as soon as he was fully fit again and he can only get better and better."