A number of high-profile incidents have brought the matter back into the spotlight, with Danny Rose allegedly being subjected to racist abuse during England Under-21s' match in Serbia on Tuesday and John Terry set to begin his suspension for racially abusing Anton Ferdinand.
Wenger believes that all forms of insulting behaviour count as discrimination and that, although the situation is getting better, it will never be fully eradicated.
"It is not only racism, black and white, it is against all kinds of insults we still have in the stadiums. We must fight more against it," he said.
"You look at some faces when you walk around the pitch, what they shout at you is scary. That is, for me, racism. You are insulted because you are not in their clan. That is a kind of discrimination.
"There is still a lot to do, but I think it's good that society fights against it. I am thinking that it is getting better, but it is never won."
Arsenal's next match will be away to Norwich City on Saturday.