The England midfielder was pictured smoking while speaking to a blonde female outside the nightclub, just hours after Arsenal had beaten Napoli 2-0 in the Champions League.
“I disagree completely with that behaviour,” said Wenger.
“I need to have a chat with him about that.
“You don’t do what damages your health as a footballer. You damage your reputation when you do that in public.”
When pressed on whether he would take disciplinary action against the midfielder, Wenger added:
“I don’t know what happened so I can’t talk about any punishment.”
Wilshere had only played 27 minutes of the Gunners’ impressive 2-0 win, after replacing Tomas Rosicky in the second half.
He and his teammates had been given permission to celebrate their victory at the Dstrkt Club in central London.
There have been examples of top footballers who have smoked in the past, the likes of Bobby Charlton, Michel Platini and Johan Cruyff.
However Wenger accepts the culture in England makes such a position untenable.
“Yes of course things are different, in England especially,” he added.
“You don’t need to convince me because I must tell you, I travelled as a football player on coaches after games in France where you didn’t see each other, there was so much smoke on the coach.
“Everybody smoked, but times have changed, and the healthy worry, the example, the role models from the football players request has changed as well.
“I must say as well, English society is very sensitive to smoking, much more than France, more than and southern (European) countries, so it is a bit more shocking here than it is somewhere else.”