The Gunners boss is looking forward to the European tie with the French club and believes his side has to be wary against the counter-attack at the Emirates Stadium on Tuesday
The Gunners welcome the French club to the Emirates Stadium on Tuesday knowing a victory at home, and a defeat for Olympiakos against Borussia Dortmund, would almost certainly wrap up progression to the knockout rounds.
Wenger believes Marseille will cause problems for his side on the counter-attack and believes it will be an intriguing game.
He told reporters: “I believe they have a team who are certainly more at ease at home than away from home, because they're a side who can defend well, who is very physical and is quick on the break so I believe counter attack suits them more than dominating the game.
"They've gained in confidence as well between the two games, like we did, so it should be an interesting tie.“But for us it's an opportunity to qualify tomorrow night and of course we want to take this chance."
Arsenal snatched a last-gasp victory over Marseille in France thanks to a late Aaron Ramsey strike.