Singh, who also wrote to German Chancellor Angela Merkel, has generally conveyed his thanks to them while recalling how they had worked together all these years, sources said.
Wen has sent his response to Singh.
In his hand-written letter, the former Chinese Premier has expressed his admiration for Singh's leadership and helping in fostering better relations between the two countries, the sources said.
Singh and Wen met over a dozen times as they enjoyed good rapport.
Wen, after demitting office, showed a special gesture of hosting a lunch for Singh when he visited Beijing last year.
Recalling their relationship, Wen had remarked that the two leaders had been like "two drivers with steady hands on the wheels, driving in the right direction."
Singh and Obama also had three Summit-level talks besides meeting several times on the sidelines of multilateral fora since the US President took over in 2009.
Similarly, Singh has met Putin a number of times, including having annual Summits.