The accolade to mark the world's best player is traditionally handed out in the New Year, but the Gunners boss has preferred to emphasise the importance on the team ethos of the game.
"Who do I want to win this year? I do not want anyone at all," Wenger told Telefoot.
"I am against individual awards. This is an endorsement of an individual which goes against the essence of our sport.
"I fight like a mad man against the award, which hurts football. Unconsciously, the player is prompted to favour individual performance over that of the team."
The Ballon d'Or winner be decided on January 13 in Zurich.