Swansea defender Ashley Williams will take over from Arsenal midfielder Ramsey for Wales' make-or-break World Cup qualifiers against Scotland next Friday and then Croatia four days later.
Ramsey was appointed Wales skipper by current manager Chris Coleman's predecessor, the late Gary Speed.
But Coleman has decided to make changes following Wales' opening qualifying losses to Belgium (2-0) and Serbia (6-1), with Williams' appointment the first major switch.
"I don't think it will affect him (Ramsey)," said Wenger, talking about Coleman's decision.
"It can help him play with more freedom. He's at an age where you have to focus first on your game, and later on in your career on some other things.
"At the moment, maybe it's a bit less responsibility for him and will help him play with a bit more freedom and add something to his game.
"I felt he was a bit young when he was given the armband."
Coleman met with Ramsey on Thursday, and the manager has no doubt he will captain his country again in the future.
"Aaron has been incredibly mature about it, and a little bit relieved if I am honest, because it is a big pressure," Coleman said.
"It was not an easy decision, and of course he is disappointed. I have no doubt he will be captain again.
"I was very impressed with what he had to say and his reaction. He was very professional."
Coleman accepts he needs to stamp his mark on the job after taking over nine months ago.
"I kept things the same as much as I possibly could, and now it is not working so I have to go in another direction, which I will do," he added.
"For me to have come in early doors and ripped everything up, either that would have been my ego taking over or I was just being really stupid.
"It was not like I took the job after someone had got the sack or left. It was a highly sensitive situation, and I was mindful of that.
"When I took the job I was very mindful that whatever Gary had done was working, and as much as I possibly could I kept it the same.
"But now it is not working, and I want to go in another direction, which I will do. The worst thing you can do when something is not going well is nothing, and I certainly haven't done that."