Only yesterday Wenger claimed the quintent of Marseille, Rafael Benitez's Napoli and last year's runners-up Borussia Dortmund made Group F the hardest of this year's competition.
The Frenchman also conceded that unless their injury situation improved - currently eight first-team squad members are out - then they would struggle to make it out of the group for the first time since the 1999/2000 season.
Wenger will therefore have been all the more relieved to see his side pick up yet another win on the road this evening on the French south coast.
Theo Walcott and Aaron Ramsey's second-half strikes proved the difference at the half-finished Stade Velodrome, where the hosts dominated for large periods of the match.
Marseille, back in the competition after a year's absence, edged the first half, with Andre Ayew and Andre-Pierre Gignac coming closest.
Rod Fanni was inches away from grabbing the opener moments into the second half, before Kieran Gibbs saved Per Mertesacker's blushes by clearing his miskick off the line as Gignac waited to nod into an empty net.
It was a moment that proved decisive as another defensive mistake at the other end put Arsenal in the driving seat.
Jeremy Morel misread a Gibbs cross, allowing Walcott time to rifle into the roof of the net and quieten those who had criticised his finishing in Saturday's 3-1 win at Sunderland.
The hosts pressed hard for a leveller but Ramsey's low strike seven minutes from time put the game out of reach for the hosts, who pulled one back through substitute Jordan Ayew's stoppage-time penalty.
Wenger made just one change for tonight's match, with centre-back Mertesacker brought in to play alongside Laurent Koscielny.
The pair lined up together last time Arsenal visited the Marseille in October 2011, keeping the hosts at bay as Ramsey came off the bench to snatch a 1-0 win.
Much has changed since at the Stade Velodrome since then, most obviously the structure itself.
Gone is the Tribune Jean-Bouin, replaced by cranes and a concrete shell as the stadium is redeveloped ahead of hosting Euro 2016.
It means the venue is as much a building site as a football stadium, but the home fans made it as intimidating as ever.
Gignac's flick goalwards had supporters on their feet, with Wojciech Szczesny then having to deal with a long-range Mathieu Valbuena effort.
The frenetic start continued as Arsenal went up the other end in search of an early goal.
A Mesut Ozil cross was nodded goalwards by Walcott, only for Nicolas N'Koulou to clear from danger.
The forward was proving a pest in the early stages, forcing Steve Mandanda into action before landing a chip on the roof of the net, albeit from an offside position.
Valbuena tried and failed after being set-up by Andre Ayew in the 19th minute, before the roles reversed two minutes later when the diminutive playmaker whipped in a corner and the Ghana international headed just wide.
It was the closest either side had come to an opener, although the north Londoners may feel aggrieved not to have been awarded a penalty soon after.
Ozil swung in a corner from which Mertesacker was booted in the face by Alaixys Romao, but referee Olegario Benquerenca showed no interest in awarding a penalty.
Only last-ditch defending by Mertesacker prevented a Dimitri Payet ball across the six-yard box being directed home as Marseille ended the half on top, with Gignac seeing a glancing header fly just over.
After the restart Fanni smashed a half-volley inches wide before Mandanda denied Gibbs, then Jack Wilshere.
Szczesny thwarted a driven Payet effort and Gibbs came to Mertesacker's rescue in the 60th minute just as Gignac was about to nod into an open goal.
It was a missed chance Marseille were made to pay for just four minutes later.
Morel misread a Gibbs cross and the ball fell kindly for Walcott, who lashed home impressively from close range.
Giroud headed just wide and Ozil also came close, before Ramsey put the match out of sight by shrugging off Marseille defenders to fire home.
Jordan Ayew struck home a stoppage time penalty after Ramsey was adjudged to have tripped Andre Ayew, but it was a mere consolation.