The 22 year old shone in defence last term as his team gained a place in this year's Champions League.
He said their qualification to the UCL was what made him reject Wenger's offer
"The fans of Anderlecht asked me to stay for the club and they showed me their appreciation," Kouyate said.
"Qualifying for the Champions League was also very important for me, because without that I think I should have been in London where I had a good contact with Arsene Wenger and Arsenal. "