The Gunners' fierce rivals Manchester United triumphed in the Europa last season, automatically guaranteeing them a pass to the group stages of the Champions League despite their sixth-place finish in the Premier League, while Wenger's side missed out on the top competition by finishing fifth.
As a result, the Frenchman will lead his side in a rare Europa League campaign this season, but he thinks that the prize for winning the competition can have an unfair knock-on effect on the domestic leagues.
"I was always against it," Wenger told the Evening Standard. "Because apart from Man United, who did win the Europa League, all the years before it was always a team who was kicked out of the Champions League by having been kicked out of it before.
"You cannot go into the season and think that [you will get into the Champions League by winning the Europa League].
"I always was not in favour of that, because I think at some stage it can influence on the championship, because if a team is in April in a position where they have more chance to win the Europa League they can let some games go in the championship, and not completely focus on that, on the regularity of the competition.
"I will always play a team that has a good chance to win the next game. In the Europa League if we can afford sometimes to rest some players we will do it. But we have to adapt to the level of the competition and see first what kind of group we play in."
Arsenal will enter this season's Europa League at the group stage, with the first match coming in the middle of September.