The Germany international has been roundly criticised for his recent performances, and particularly during the loss to Bayern Munich after he wasted an early spot-kick
The club's record signing won an early spot-kick against the Champions League holders on Wednesday but hit a tame effort straight at Manuel Neuer.
Bayern went on to run out 2-0 winners and Wenger says the Gunners must give the Germany playmaker time to deal with his disappointment.
"At the moment we have to let him recover from missing the penalty," the Gunners chief told reporters.
Asked if Ozil had not had time to get over it, the Frenchman replied: "Certainly not, because 48 hours is a bit short to get over that.
"I have examples: when Dennis Bergkamp missed against Manchester United in 1999 [FA Cup semi-final], he didn't want to take one after. Incidentally, he gets a statue today."
Wenger is keen to turn his attentions to the Premier League clash with Sunderland following defeat in midweek and says that while his men can be happy with their display against the European champions, they must move on.
"The players can be proud because they put in a quality performance against Bayern. We just have to get on with it," he added.
"There will certainly be changes for Saturday, that's for sure. It's difficult to adjust to playing in three competitions and, physically, it's very demanding."
Olivier Giroud has started the Gunners' last two matches on the bench following allegations over his private life, but Wenger hinted he could feature from the start against the Black Cats.
"He is part of the refreshment plan for the weekend," the manager continued.