Winners of the Europa League have earned a place at European football's top table for the past two seasons, with Sevilla and Manchester United benefitting from the format change.
However, although that could provide Arsenal with a viable route back into the Champions League after they missed out on the top four in the Premier League last term, Wenger would prefer to focus on domestic matters.
"I was always against it," he said.
"Because apart from Man United, who did win the Europa League [having started in the competition], all the years before it was always a team who was kicked out of the Champions League.
"You cannot go into the season and think that [you qualify for the Champions League by winning the Europa League].
"I always was not in favour of that, because I think at some stage it can influence on the championship, because if a team is in April in a position where they have more chance to win the Europa League, they can let some games go in the championship, and not completely focus on that, on the regularity of the competition.
"I will always play a team that has a good chance to win the next game. In the Europa League, if we can afford sometimes to rest some players, we will do it.
"But we have to adapt to the level of the competition and see first what kind of group we play in."
Arsenal face Chelsea in the Community Shield at Wembley on Sunday.