Wenger signed the Italian as a 17-year-old back in 2005 and he then spent seven years with the Gunners, but the Frenchman is confident that his former recruit will bounce back.
"Of course [I sympathise with him]. He has been educated at Arsenal," he told the club's official website.
"He's like everybody else - the confidence has dropped a little bit because of the defeat last week but he has shown his quality since he arrived here and will show that again."
Mannone joined the Black Cats from Arsenal in 2013 and made 28 Premier League appearances for the Wearside club last season.