
The 24-year-old France defender has signed a long-term deal with the fee thought to be around 7 million pounds (14 million dollars).
"He is a very capable defender and has played consistently well for Auxerre in recent seasons," Wenger told the club's website.
"He plays mainly at right-back, but can also play along the defence or in midfield. He is strong and quick."
Sagna is Arsenal's fourth signing of the summer, joining Polish goalkeeper Lukasz Fabianski, Norwegian defender Havard Nordtveit and Croatian forward Eduardo da Silva.
DPA