The ex-Arsenal hero made his return to football with the Danish Superliga club, having been released from Bournemouth in May 2021.
He kept fit with his old club and took his time weighing up his options before plumping for Aarhus.
Wilshere has been a talkSPORT regular over recent months and phoned in to Thursday's Drive to give Andy Goldstein and his former England teammate Darren Bent an update on how things are going.
He made his debut in their 3-2 defeat to Vejle BK, with their opponents scoring a 100th minute winner.
"It was a proper debut," Wilshere told talkSPORT. "It was end-to-end and was 2-2. It was the worst pitch I've ever seen.
"Then, halfway through the second half, bang… the floodlights go out.
"Everyone went back into the dressing room, there was a 15 or 16 minute delay and then back out.
"When I came on [in the 90th minute] there was still 15 minutes added on.
"It was really about 72 minutes [when I came on]. They scored a set piece and as you know… I'm average height… but they are quite tall over here and I can't do much on set pieces."
He continued: "We played bottom of the league and the conditions over here have been bad. We've had a storm and it's been raining ever since.
"It was the same on Friday night. We played against a team who just didn't play. Every time they got the ball from the back and they were going long.
"We kind of got sucked into playing that way, and that's not the way we play.
"We still should have won the game."
Wilshere has played for Arsenal, West Ham, Bournemouth and England in some huge stadiums and in front of big crowds.
But he has been seriously impressed with the Aarhus fan base.
Wilshere said: "Our fans, I will say they are the best I've ever seen. In the warm up they were there singing right from the warm-up.
"They had 2,500 fans there.
"We've got four more games left and then the league gets split in half and you play in the mini-league.
"The top half for Europe and the bottom for relegation. We've got four games to get in the top six and we're going to do it."