Following the opening-day 3-1 home defeat by Aston Villa, heading to the Sukru Saracoglu Stadium with qualification for the lucrative group stages on the line is hardly ideal.
However, it presents a test of character Wenger is confident his men can overcome in the wake of criticism of a lack in depth and lack of summer spending, with Newcastle manager Alan Pardew hitting out over the timing of a formal bid for midfielder Yohan Cabaye, believed to be £10million.
"You just want to prepare as well as you can and bounce back very quickly from Saturday with a good performance which is what I think we will do," said Wenger, who will have to do without England midfielder Alex Oxlade-Chamberlain for up to three months because of a knee injury.
"Everywhere we go we try to win the game and that is the attitude we have. Again, we will try to play our game as we do everywhere.
"We have been everywhere in Europe in all the big stages and seen heated atmospheres, but we always try to play."
Fenerbahce's place in European competition is yet subject to a full hearing at the Court of Arbitration for Sport after being found guilty of match-fixing by UEFA.
Wenger, though, is not going to let any possible repercussions impact his team's preparations.
"Honestly we don't really know the story so we don't want to speak about that. We want to win on the pitch. That's all we want to focus on," said Wenger, whose side won 5-2 here on their last visit in the group stages during October 2008.
Wenger has so far missed out on his main transfer targets Gonzalo Higuain and Luis Suarez, while north London rivals Tottenham again look set to smash their transfer record with an ambitious £30million deal for Anzhi Makhachkala forward Willian.
Arsenal were booed off after losing to Villa, with plenty of calls for Wenger to quickly spend some of the £70million transfer war chest, while one supporters group has written to the board demanding all contract talks with their long-serving manager be put on hold.
Wenger, though, will not let any outside influences deflect his determination to bring the current group through.
He said: "I cannot listen every minute to every state of mind for everybody.
"You cannot look all the time in life at what others do. You do what is right for you.
"I would just like to reiterate to you that in the last 16 years we have been very successful with transfers."
Wenger added: "If you look at the players who play [against Fenerbahce], they are top quality players. You should never forget that.
"It is not always to think what is outside is better than what you have. What is important as well is to rate what you have and our fans have to understand that as well.
"What is important is to go out and see a good football game. All that other stuff is good for the newspapers, but it is not real football.
"A squad has to have the right number. And we will have the right balance when the transfer window closes, don't worry."
Oxlade-Chamberlain, meanwhile, confirmed on Twitter he would be sidelined for an extended spell, ruling the 20-year-old out of England's final World Cup qualifying fixtures.
"Gutted I'm injured so early in the season," Oxlade-Chamberlain said on the micro-blogging site, "But I'm going to be working hard to hopefully be back playing in 3 months. Thanks 4 all ur support."