The 20-year-old French striker joined the Gunners on a free transfer from Auxerre in July.
"He's a bit of a gamble," Wenger told Arsenal's official website. "Not because of his talent and quality, but because of the injuries he's had.
"Basically for two years he didn't play. But I spoke to him very early in the year, back in January, and told him that I would give him a chance at Arsenal. He has the qualities, the size and strength, so I think he will be all right.
"But we know we have to build him up because a guy who has not played for two years at that level needs some adaptation time to get his body ready for the physical intensity."
Sanogo has made two appearances in all competitions for Arsenal so far this season.