Kickoff had to be delayed by an hour at the Emirates Stadium on Thursday night due to crowd congestion and violence inside and outside the Emirates Stadium.
As many as 20,000 Koln supporters are understood to have made to trip to London for their side's first foray in Europe for a quarter of a century, despite being given an away allocation of just 2,900 tickets.
UEFA opened disciplinary proceedings against both clubs on Friday - Arsenal facing a charge of blocking stairways inside the ground, while Koln are accused of setting off fireworks and throwing objects.
Wenger believes that it would be wrong if Arsenal are punished, though, telling Sky Sports News: "It would be completely unfair because I think we prepared well before the game to stop people who are not Arsenal members to buy tickets.
"Overall, from what I've heard, most of the prompts came from touts selling tickets outside the stations. We are completely open to having an enquiry but on our side I think we worked very hard to organise the game well."
Arsenal went on to win their opening Europa League group-stage fixture 3-1 after recovering from a goal down.