The Gunners surrendered a two goal-lead for the second time in a week on Saturday as they drew 3-3 with Fulham at the Emirates Stadium.
The Frenchman will now lose a whole host of players to international duty, and Wenger says that he would rather keep his players at the club to prepare for Saturday's North London derby with Tottenham Hotspur.
"It is bad for us. I would prefer that the team stays here and prepares for our next game," said Wenger. "There is a risk with the players who have played our [last] three games - they play another one [in midweek], and another one [against Spurs], and after that they play against Montpellier [in the UEFA Champions League].
"At the moment we cannot rotate too much, so it is not ideal, but we have to deal with that. We have no time to train on it, because the players go away and anyway, when you play every three days you cannot practice too much.
"However, it is like that for all the teams. I have played Champions League for 15 years now and we have to do that every year for periods. As long as you play in the League Cup as well, you never have a complete week to prepare the next game - but it is part of being at Arsenal."
The Gunners host Spurs on Saturday at the Emirates Stadium.