The Spaniard has made four appearances in all competitions for the Gunners following his £8m move from Malaga on transfer deadline day.
"There is no better culture shock than to play against Stoke [City] and Sunderland," Wenger told reporters.
"He has seen all about the passion and commitment of the English game. You can say Nacho Monreal passed that test.
"The first thing you want from your defenders is to defend well, so we cannot reproach him for that. You will see the other aspects of his game more when his confidence has settled."
Arsenal face a crucial trip to local rivals Tottenham Hotspur in the Premier League on Sunday.