The long-serving boss says that the Gunners have been given their toughest group during his tenure and concedes that it will be a struggle to qualify as all four teams are strong
The Gunners begin their campaign with a trip to Marseille on Wednesday and the manager believes that picking up points away from home will be crucial for all four teams in Group F, with Napoli and last year's beaten finalists, Borussia Dortmund, also in the mix.
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"That means the every game is basically a very important one. On average you need 10 points to qualify so that gives you the task - 10 points in a group is difficult as that could be a reasonable number to get through.
"[Away games] will play a big part because it is difficult to predict that you will absolutely win your three home games. Anyway, you need points away from home and, like in every competition, the start is very important for the confidence of the team and to put you in a good position. Is it home or away? It is the same, basically, we come here and we will try to win the game."
Injuries to several Arsenal stars, including Mikel Arteta and Santi Cazorla, mean that teenagers Isaac Hayden and Chuba Akpom have travelled to France while striker Olivier Giroud will require a late fitness check.
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Despite these concerns, Wenger remains confident about overcoming Marseille and qualifying from Group F.
"There is a passionate home crowd here in this city and then the team of Marseille have a compact game," he observed.
"They are very good defensively, they are very strong physically and have this experience of playing big games in their stadium. And then you cannot forget about their offensive players like Mathieu Valbuena and Andre-Pierre Gignac. People say that Dortmund and Napoli are our first opponents but I think that Marseille have their chances.
"A couple of years ago there was a similar group - it was Marseille and Arsenal who qualified. Nothing is played yet. They have an opportunity to qualify."