The Frenchmen believes the club have gone public "with little proof" after the controversial scenes between Chelsea and Manchester United in Sunday's Premier League match.
Chelsea sent the Football Association a dossier on Wednesday evening detailing evidence they feel supports their allegation against the 37-year-old referee, but the Gunners boss believes Chelsea were wrong in making their claims public.
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"My opinion is that I prefer, when I didn't behave well, that I have an explanation with the referee at the end of the game, or on another day, than going public with little proof," Wenger told reporters.
"I'm not a great believer in making these stories public. One of the great things in sports is tolerance, forgiveness and explanation internally and I think it should stay like that.
"It can happen that a referee doesn't behave well. I do not say they are angels, but it is always better to sort it out in the room.
"My deep feeling is that I have not always completely behaved very well in this situation, because they are very heated situations.
"But I am a deep supporter of [dealing with it] internally. For example, the last two nights were great adverts for football and that is absolutely fantastic.
"For the rest, I believe one of the great things in sport, as well as the battle when it is on in football, especially in England, is you can sort out the problems you had internally. If it becomes a sport to make the lawyers rich, I am not a fan of it."