The former Liverpool boss has come under heavy criticism ever since he replaced fan favourite Roberto Di Matteo at Stamford Bridge and has won just two of seven home fixtures so far.
Despite the hostility at the Bridge, Wenger does not think Benitez or can his players blame the negative environment for their performances on the pitch.
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“You never know how much it affects the players,” Wenger told The Mirror, “The crowd can be a bit difficult or become enthusiastic if the game turns well.
“Of course it tests the mental strength of the players. But for young players especially, it is not easy.
“I think it is part of our job to deal with that and the only thing I can say, it is easier to play in a positive environment than in a negative environment.
"It is part of a football player’s career to deal with both sides of it. We have all played in hostile atmospheres. But it should not stop you from playing."
With the Gunners boss feeling the heat from his own fans this season, the 63-year-old can relate to Benitez's situation but insists there will be no sympathy shown on Sunday.
He added: “I feel sympathy for every manager until the day I play against him. Then the sympathy goes and comes back after the game.
“We are all in the same position. We know we are in a fragile job and that the confidence is very important.
“It’s a job where you have to take care of your own team.
“But the confidence of the crowd in the team plays a big part.
"Let’s not hope on any weakness of Chelsea. Let’s focus on our strength. You want to go there and be at your best. That’s all you can do. You never know how your opponent will turn up. We cannot speculate on that.
“You want to go to a big game and just think, ‘Let’s be at our best’.”