The 67-year-old believes that the Frenchman is doing a fine job in north London, despite routinely seeing his top players leave and strengthen the squads of the Gunners' rivals
Die Roten travel to north London to take on the Gunners in their Champions League last 16 first-leg clash on Tuesday and the 67-year-old believes Wenger has done brilliantly to keep the Gunners competitive despite the sale of many of his star players.
"You have to take into consideration that Arsenal are competing with teams like Chelsea, Manchester United and Manchester City" Heynckes told reporters.
"The way I see it, over the years they have been selling their best players whereas the other teams get in these world stars.
"If you have to compete with that I don't think it is fair to blame him. Wenger is a great coach. You see the way his teams play.
"Arsenal has a lot of tradition and history. They play attractive football.
"If you take away the game against Blackburn they have been very positive. They're fifth in the league. They will be a very difficult opponent for us tomorrow."
Bayern have seen Dortmund win back-to-back Bundesliga titles in the past two seasons, and Heynckes concedes that the failures in Bavaria have not been acceptable, although they are now being corrected with his side currently 15 points clear at the top of the league.
"Two years at Bayern Munich without a title - you have to do something about that. This season we've changed a few things around. We've improved in defence and our switching of the play," he added.
"What is very important for me is that all players have learned they must defend and attack. The players have the motivation. They have a hunger for success. That is an important factor for us moving forward."