The Gunners will be aware of the quality in the Italian side’s ranks, but their coach is looking for all-important away goals at the San Siro.
“The European system is organised to reward audacious action away from home,” Wenger told the club’s official website.
“When you go away in the Champions League, you have to score.
“The best way to score is play in an offensive way and we will try to do that.”
Meanwhile, Gunners playmaker Mikel Arteta is hoping his influence can help to balance the Arsenal team.
“I watch the game from behind [the attackers] and I know that when we become too open we leave many spaces and concede goals,” he told Arsenal Player.
“I just try to balance the team a little bit.
“Sometimes I would like to go forward more, but I’ve still had chances and the goal [against Blackburn] was my sixth this year, which isn’t bad.
“I don’t want to be the main man; we all know who the main man is and that’s Robin [van Persie]. He is the leader, he is the one who makes a real difference.
“Everyone is part of a machine and we are all just trying to make the machine work as well as we can,” he concluded.
By Gareth McKnight