Messi, his Barcelona team-mate Andres Iniesta and Real Madrid forward Cristiano Ronaldo are all in with a chance to win this year's Balloon d'Or prize.
The Ballon d'Or is awarded to the player who is judged to have performed the best in the previous season and takes into account the votes of coaches, international captains and journalists worldwide.
Many have touted Messi, winner of the past three Ballon d'Or awards, to win it once again this year following an incredible season with the Blaugrana which saw him net an incredible 76 goals in 60 appearances.
And Wenger claims that despite facing strong competition from Ronaldo and Iniesta, Messi should bag the award once again after his record-breaking season with Barcelona.
"It's very difficult. For the class, Messi [should win it]," Wenger was quoted as saying by the official Arsenal website.
"He's scored 76 goals in one year. It looks just outrageous to me.
"Therefore it would be one thing to reward something exceptional."
The 63-year-old manager added that he would not begrudge either Ronaldo or Iniesta the award either, given the success they helped lead their club and country to.
"Ronaldo has always been there and he deserves it as well," Wenger declared.
"He won the Spanish championship after all.
"Iniesta won the European Championship with the national team and therefore, you could reward him.
"I'm not a big fan of these things.
"If you judge purely on class, you judge Messi.
"If you want the achievement of the year, you would choose Ronaldo and maybe Iniesta in second. That's how I see it."
The winner of the Ballon d'Or will be announced on 7 January.