The turf at San Siro has recently been re-laid, and the Frenchman fears that the pitch has yet to fully bed in and may cause problems for his side.
"I am a bit worried about the quality of the pitch," said Wenger. "It doesn't look exceptional. Hopefully tomorrow it will be better.
"It has been relaid down the flanks very recently and you know what it is like when you have just laid a pitch like that.
"It takes time to settle and become flat. At the moment, it isn't."
The Gunners boss also promised an attacking approach from his team, insisting Arsenal will look to replicate the 2-0 win they secured over the Rossoneri in the Champions League in 2008.
"If I would think we have no chance to win the game I would stay at home. I don't like to waste my time," he said.
"I believe what makes football interesting is that you can win everywhere.
"We have shown we can win everywhere and I have full confidence in this team that we can do it.
"We will try to play our game. Milan are a good side. We think we are a good side.
"We will attack, they certainly will as well. So it should be a good game."