The 63-year-old manager believes that clubs should have a settled squad before the first match of the new campaign and urges the deadline for new signings to be brought forward
The window shuts for Premier League sides on September 2, by which time the Gunners will have played three league fixtures, including a north London derby and a Champions League play-off tie.
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And, despite having not yet spent a penny, Wenger has called for the deadline to be brought forward so transfer business is concluded before the start of the season.
"I repeat many, many times that the transfer window should be over before the season starts because it is a little bit destabilising once the season has started – to be there talking about what is not really important in football," the French boss told reporters.
"What is important in football is to go out [on Wednesday] night and see a good game [against Fenerbahce].
"All that other stuff is good for the newspapers but it is not real football. What is real football is the quality of the game and, for me, that is always the most important thing."