The 23-year-old, who played alongside Nasri in the Marseille youth team, says he is still in regular contact with the France international.
And Benatia revealed that Nasri has urged Wenger to take a closer look at him as the club seek a replacement for Thomas Vermaelen, who has been out with an Achilles injury since September.
"My friend Nasri wants me in London with Arsenal. We're great friends. We got to know each other in Marseille where we shared a room," he told Gazzetta Dello Sport.
"He wants to do it. When I was in France, at a small club, he said to me 'I am going to talk to Arsene Wenger'. And I told him that he was crazy, but now he is more decisive."
Benatia's impressive performances have attracted the interest of several clubs across Europe, and he has been linked with moves to both England and Spain this season.
But the 6ft 3in centre-half, who moved to Udinese from French outfit Clermont last summer, insists he is happy in Italy and not seeking a move away.
"I like Serie A, I am very happy here and my wife Cecile is too. We live in the centre. I'd like to have a great career in Udine."
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