The 61-year-old was suspended from the touchline during the Gunners' home win against Udinese in the first leg of the Champions League play-off tie following a tirade against match officials during a match with Barcelona in the competition last season.
The Frenchman could now face further action after appearing to send messages to the dugout despite ruling stating that no contact must be made.
Despite the details of the ban, the Premier League manager has insisted that he was not aware of these rules.
"It was difficult because you didn't really know what the rules were," talkSPORT quotes Wenger as saying. "They told us first we could communicate through my assistant and at half-time it was not like that. It was a bit confusing.
"It is a real concern because up to what level can you stop someone doing their job? I did not feel I had done a lot.
“We tried to respect the rules as they are set by UEFA but, of course, it is very difficult to see how you can stop someone having an influence. What is true is that you can't go to the dressing rooms but I did not do that."
Arsenal will head to Italy for the return play-off tie in the Champions League on August 24.