The former Manchester United defender is struggling in his first role as a head coach and he is yet to win a league game with the Spanish club.
Neville is said to be clinging onto his job at the Mestalla, despite only taking over in early December, and Wenger feels he is under extra pressure because of his lack of experience.
“I believe that most of the time the reputation of a big player gets you a big club early," he told reporters.
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“You gain a few years. You do not start at Fleetwood. When you are Pep Guardiola you start at Barcelona.
“When you are not a big name you have first to battle. That is a disadvantage because you do not start as high. But, on the other hand, you learn your job.
“I believe experience plays a big part when you don’t start well. When you have a difficult start you have no credibility through your history because you haven’t shown you can do it.
“So it becomes more difficult when you have a bad start. At some stage, if you have a good team, they always find their way. I think Valencia will get out of it.”Los Che currently sit 12th in La Liga and take on Real Betis on Sunday.