Former Arsenal captain Robin van Persie can expect a hot reception in north London, where passions still run high among some supporters over the manner in which the Holland forward left last summer in a £24million move.
There have been suggestions those disgruntled fans will turn their backs in protest when the teams come out from the tunnel.
Wenger, though, insisted the club were right to follow tradition. United performed a guard of honour themselves in 2005 for Chelsea, who then returned the gesture two years later. The Blues also honoured Arsenal when they visited Highbury back in 1991.
"When you work somewhere abroad, you have to respect the culture of the country. That is part of the tradition of English football and I want that to be respected," said Wenger.
The Frenchman hopes Van Persie's return will not overshadow the importance of his side producing the required result as they look to close in on a top-four Barclays Premier League finish which would secure Champions League qualification.
"I am looking forward to our performance on Sunday more than anything else. You focus on your own team and it's an interesting opportunity for us to achieve something special on Sunday. We want to take this opportunity," he said.
"We respect Robin van Persie like every other player who has left us and came back to the Emirates.
"I want the player to be respected like everybody else. I always said that for every single player who left, even some of them in much more controversy than Robin van Persie."
With United having already secured the title, there have been suggestions Arsenal's job has been made somewhat less taxing.
Wenger, though, insisted his men must not focus on any perceived weakness of the opposition.He said: "They can relax, but it's very difficult to know that.
"What we know is that no matter in what state Man United will be, we will need a great performance to beat them and that's what we want to focus on."
Arsenal will be without striker Olivier Giroud on Sunday, as the France international starts a three-match ban following an unsuccessful appeal against his red card at Fulham last weekend.
Wenger could opt to deploy Theo Walcott, currently Arsenal's leading scorer with 18, down the middle against United, looking to stretch the defence with his pace, or hand Lukas Podolski the chance to impress in a central role, the German having netted 14 goals so far this season.
Goalkeeper Lukasz Fabianski, though, will again miss out because of a cracked rib, but otherwise Wenger reported no fresh injury concerns from the 1-0 win at Craven Cottage - which was a ninth victory in the last 12 league games and kept them just ahead of both Chelsea and Tottenham, albeit having played a match more.