The Gunners have seen attendances dwindle for recent home matches following a string of damaging defeats.
Some are steering clear as they want Wenger removed from his post, not a new phenomenon, but in recent games the stadium has appeared half-empty.
Arsenal only give their official attendance in terms of tickets sold, not taking into account the actual number of supporters who make it through the turnstiles.
The lowest attendance record has been broken twice this campaign, against Doncaster in the Carabao Cup and BATE Borisov in the Europa League group stages.
But big matches have also seen sparse crowds, with Wenger blaming widespread freezing temperatures for the low turnout in the recent 3-0 Premier League defeat to Manchester City.
There were a similar number of empty seats for Sunday’s win over Watford and it remains to be seen how many supporters turn up for the second leg of Arsenal’s last-16 Europa League clash with AC Milan tonight.
“I don’t know the explanations,” Wenger said when asked about fans opting to stay at home.
“I feel that for 22 years I have played in front of sold-out stadiums and I am grateful…you don’t expect me to say I don’t want them to come back.
“If there are one or two games and the stadium is not completely full we have to look at ourselves and get the fans behind us again. This club is massive and the support is huge. It is just down to our performances.” Arsenal lead 2-0 from the first leg but are seeking their first home victory in a European knockout tie since beating Milan 3-0 in the Champions League over six years ago.
Even that was not enough to see them through, as they had trailed 4-0 following a hammering in the San Siro.
Wales international Aaron Ramsey tucked away the second goal as Arsenal sealed an impressive victory in Italy last week, with winning the Europa League offering Wenger’s side the most likely route back into the Champions League.
And the midfielder echoed the comments of his manager when asked about attracting supporters back.
“Hopefully there won’t be so many empty seats,” he said.
“But we’re just focused on going out there and trying to win a football game.
“Hopefully our performances on the pitch will encourage many to come back.” Arsenal will be wary of defending a first leg lead after they were shocked by Swedish side Ostersund in the previous round.
Having won 3-0 in Scandinavia, Arsenal lost 2-1 at home after a period of panic against Graham Potter’s side.
Wenger, too, admits that the Champions League exits of Manchester United and Tottenham – both coming after draws away from home in their respective first legs – are a warning.
“Every single game gives you a new problem that you have to face and sort out,” he added.
“Of course the two teams were in a positive position but we have seen again (in the United tie) that 0-0 is a good result at home in Europe because of the weight of the away goal.
“It puts the team away from home in a nothing to lose position and puts the team at home in an everything to lose position because if they concede a goal they know they are nearly out. It’s very difficult.”