European success eluded Arsenal under Wenger but they take on Atletico Madrid in the first leg of the Europa League semi-finals on Thursday.
"He made it very clear to us that this is his clear target now, to win the Europa League and every match we are going to face now. Now we can come together and let him leave in style...," Mertesacker told reporters.
"The team responded to his announcement fairly quickly. We had an atmosphere that, we want to do it for you to send you off in the best possible way."
Arsenal, currently sixth in the league, have yet to name a successor to Wenger, who Mertesacker said had been the "best possible fit" for the side.
"Now we have to find another good fit to start a new era," the German added.
Arsenal return to league action against Manchester United on Sunday.
(Reporting by Aditi Prakash in Bengaluru; Editing by Peter Rutherford)
