But he accepted concerns over safety of supporters was the "main worry" of hosting the tournament in such extreme heat conditions.
European countries have given their overall backing to FIFA moving that year's tournament in the Middle East to the winter, with some expressing a preference to play in January and February instead.
However, those suggestions provoked a stern response from the International Olympic Committee as that would see the World Cup have a direct effect on the Winter Olympics - with the IOC having the ultimate sanction of kicking football out of the Olympics.
The IOC remain confident FIFA will hold talks with them to avoid a clash, and a World Cup in November 2020 now looks more likely.
Wenger, however, feels football's world governing must show confidence in their own process of selecting host countries.
"FIFA has to stand up for that. I don't know all the projects that were submitted to FIFA. They decided at the time of the vote that it would be Qatar and that they know as well we know that the World Cup is in the summer. It's in the rules of FIFA," he said.
"They voted for Qatar and they have to stand up for them now and make sure it is done in decent conditions."
Wenger challenged FIFA to make sure whenever the event is eventually held that it proves a fantastic experience for the thousands of paying supporters.
The Arsenal manager continued: "For me, the main worry is for the fans, it is not for the players - they will adapt and play under circumstances where there are good conditions.
"The problems you can raise are how the number of fans who go to the World Cup can cope with the heat and with the conditions that are extreme in the summer, that is the main worry.
"I hope when FIFA made their decisions, they considered that because it is the only worry.
"The stadiums will be air conditioned, but you cannot have that in every street.
"Certainly Qatar has the financial power to organise that (World Cup) very well.
"I am open to any idea. If it (World Cup) is better in the winter, why not? But I have not seen the proposal of Qatar, what they have done.
"If FIFA have decided that is a fantastic project, why not? I believe them."